+234.5%
SU vs CBOE
+1,003.5%
-769.0%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.7% | -3.7% | +5.3% | +2.6% |
| 30D | +9.6% | +2.0% | +7.7% | +8.9% |
| 3M | +11.7% | -4.2% | +16.0% | +12.5% |
| 6M | +21.9% | +1.2% | +20.7% | +20.0% |
| YTD | +58.6% | +15.4% | +43.3% | +50.6% |
| 1Y | +66.5% | +23.5% | +43.0% | +55.0% |
| 3Y | +121.4% | +93.2% | +28.2% | +77.6% |
| 5Y | +355.7% | +142.0% | +213.8% | +236.9% |
| 10Y | +264.2% | +379.2% | -115.0% | +119.0% |
| All | +234.5% | +1,003.5% | -769.0% | +29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CBOE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling