-2.3%
SW vs CBOE
+149.4%
-151.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.1% | -3.6% | -1.5% | -5.5% |
| 30D | -4.6% | +5.1% | -9.7% | -3.9% |
| 3M | +9.4% | +4.6% | +4.8% | +10.3% |
| 6M | +3.5% | -0.3% | +3.8% | +4.2% |
| YTD | +22.0% | +19.8% | +2.3% | +25.1% |
| 1Y | +2.2% | +28.4% | -26.1% | +5.5% |
| 3Y | +19.6% | +104.1% | -84.5% | +25.8% |
| All | -2.3% | +149.4% | -151.8% | +0.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling