+48.8%
SW vs CBOE
+113.1%
-64.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.4% | -3.0% | +0.9% |
| 7D | +2.2% | +6.0% | -3.8% | +3.1% |
| 30D | +7.4% | +19.9% | -12.5% | +10.8% |
| 3M | -5.9% | +28.4% | -34.3% | -1.5% |
| 6M | +9.0% | +5.2% | +3.8% | +10.8% |
| YTD | +18.1% | +46.4% | -28.3% | +28.0% |
| 1Y | +28.7% | +41.8% | -13.1% | +38.7% |
| 3Y | +48.8% | +114.4% | -65.7% | +67.6% |
| All | +48.8% | +113.1% | -64.3% | +67.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling