-2.6%
SW vs CBOE
+179.9%
-182.5%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +2.3% | +5.3% | -3.0% | +2.9% |
| 30D | +6.8% | +25.5% | -18.7% | +9.8% |
| 3M | -5.2% | +22.5% | -27.7% | -2.6% |
| 6M | +7.4% | +2.6% | +4.8% | +8.8% |
| YTD | +17.4% | +41.8% | -24.4% | +23.1% |
| 1Y | +27.1% | +40.9% | -13.8% | +33.2% |
| 3Y | +47.9% | +108.7% | -60.9% | +58.4% |
| All | -2.6% | +179.9% | -182.5% | +4.4% |
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 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