+635.6%
SW vs CBOE
+1,255.2%
-619.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.3% | -3.8% | -1.5% |
| 7D | +4.7% | +12.4% | -7.7% | +4.5% |
| 30D | +5.0% | +26.9% | -21.9% | +4.6% |
| 3M | -7.3% | +24.3% | -31.7% | -7.6% |
| 6M | +15.0% | +3.1% | +11.8% | +15.1% |
| YTD | +18.5% | +41.7% | -23.2% | +17.3% |
| 1Y | +27.1% | +41.5% | -14.3% | +25.8% |
| 3Y | +49.3% | +114.2% | -64.9% | +44.2% |
| 5Y | -1.6% | +181.3% | -182.9% | -6.9% |
| 10Y | +185.4% | +531.2% | -345.8% | +158.6% |
| All | +635.6% | +1,255.2% | -619.6% | +498.1% |
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 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