+182.7%
SW vs CBOE
+526.4%
-343.7%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.3% | +5.3% | -3.0% | +2.3% |
| 30D | +6.8% | +25.5% | -18.7% | +6.8% |
| 3M | -5.2% | +22.5% | -27.7% | -5.1% |
| 6M | +7.4% | +2.6% | +4.8% | +7.8% |
| YTD | +17.4% | +41.8% | -24.4% | +16.9% |
| 1Y | +27.1% | +40.9% | -13.8% | +26.5% |
| 3Y | +47.9% | +108.7% | -60.9% | +43.8% |
| 5Y | -2.6% | +181.4% | -184.0% | -7.6% |
| All | +182.7% | +526.4% | -343.7% | +165.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling