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Date range: - Indicator long/short point: Leverage, long: short:
For selected date range and options, here are some stats: Alpha: -0.000198 (-4.95% pa average), Beta: 1.65
Date Passive S&P500 value Active S&P500 value Market Opportunity Index
2014-01-011845.711845.7171
2014-01-021837.861837.8671
2014-01-031832.991828.1371
2014-01-061829.991822.1671
2014-01-071833.851829.8571
2014-01-081836.701835.5571
2014-01-091837.691837.5171
2014-01-101839.501841.1550
2014-01-131829.861821.8950
2014-01-141830.221822.6050
2014-01-151845.071852.3050
2014-01-161845.541853.2650
2014-01-171841.051844.2535
2014-01-201841.051844.2535
2014-01-211841.641845.4235
2014-01-221844.331850.8235
2014-01-231833.281828.7035
2014-01-241808.631779.8622
2014-01-271785.361734.3622
2014-01-281787.221734.3622
2014-01-291781.241734.3622
2014-01-301786.831734.3622
2014-01-311784.901734.3627
2014-02-031762.271734.3627
2014-02-041750.391734.3627
2014-02-051749.681734.3627
2014-02-061763.371734.3627
2014-02-071786.771734.3627
2014-02-101796.951734.3627
2014-02-111811.041734.3627
2014-02-121820.481734.3627
2014-02-131821.031734.3627
2014-02-141833.581734.3627
2014-02-171833.581734.3627
2014-02-181839.421734.3627
2014-02-191835.541734.3627
2014-02-201834.101734.3627
2014-02-211839.761734.3645
2014-02-241844.971734.3645
2014-02-251846.471737.1945
2014-02-261846.071736.4245
2014-02-271848.711741.4145
2014-02-281857.541758.0839
2014-03-031848.881741.7339
2014-03-041862.151766.8239
2014-03-051873.881789.1339
2014-03-061876.831794.7939
2014-03-071877.671796.3945
2014-03-101874.991791.2545
2014-03-111873.031787.5245
2014-03-121864.281770.8545
2014-03-131857.921758.7945
2014-03-141844.551733.5839
2014-03-171851.691747.0239
2014-03-181865.961774.0639
2014-03-191864.381771.0439
2014-03-201865.061772.3339
2014-03-211872.121785.7853
2014-03-241862.041766.6053
2014-03-251863.231768.8753
2014-03-261862.031766.5953
2014-03-271849.701743.2753
2014-03-281856.101755.3547
2014-03-311866.461775.0047
2014-04-011879.821800.5047
2014-04-021888.621817.4047
2014-04-031889.161818.4547
2014-04-041878.971798.8846
2014-04-071853.621750.6746
2014-04-081847.471739.0746
2014-04-091862.411767.3046
2014-04-101852.191747.9746
2014-04-111823.941695.0682
2014-04-141824.701696.4582
2014-04-151833.691713.2182
2014-04-161854.161751.6982
2014-04-171863.231768.8782
2014-04-181863.231768.8748
2014-04-211868.191778.2948
2014-04-221877.401795.8648
2014-04-231877.091795.2848
2014-04-241878.721798.4048
2014-04-251869.641781.0530
2014-04-281865.511773.2030
2014-04-291875.121791.5230
2014-04-301879.741800.3430
2014-05-011883.681807.9030
2014-05-021884.071808.6541
2014-05-051879.101799.1241
2014-05-061875.711792.6341
2014-05-071871.341784.3041
2014-05-081878.041797.0941
2014-05-091874.841790.9743
2014-05-121888.461817.0943
2014-05-131898.111835.7143
2014-05-141892.141824.1843
2014-05-151877.381795.8443
2014-05-161873.041787.5453
2014-05-191880.041800.9353
2014-05-201877.681796.4153
2014-05-211880.881802.5353
2014-05-221890.601821.2153
2014-05-231897.111833.7742
2014-05-261897.111833.7742
2014-05-271907.051853.0542
2014-05-281910.831860.3942
2014-05-291915.121868.7642
2014-05-301921.141880.5344
2014-06-021922.681883.5344
2014-06-031922.791883.7644
2014-06-041924.541887.2044
2014-06-051933.411904.6344
2014-06-061945.931929.3663
2014-06-091950.741938.9263
2014-06-101949.161935.7863
2014-06-111945.681928.8763
2014-06-121935.651909.0463
2014-06-131932.991903.7957
2014-06-161936.171910.0757
2014-06-171939.101915.8457
2014-06-181949.191935.8357
2014-06-191957.281951.9457
2014-06-201961.601960.5752
2014-06-231962.041961.4552
2014-06-241957.121951.6252
2014-06-251954.281945.9752
2014-06-261955.421948.2452
2014-06-271957.791952.9763
2014-06-301960.871959.1163
2014-07-011969.121975.6363
2014-07-021974.231985.9063
2014-07-031980.701998.9363
2014-07-041980.701998.9355
2014-07-071980.241998.0155
2014-07-081968.991975.3755
2014-07-091969.301975.9855
2014-07-101963.511964.4055
2014-07-111965.411968.1965
2014-07-141974.171985.7765
2014-07-151974.631986.6965
2014-07-161979.381996.2865
2014-07-171968.821975.0265
2014-07-181970.121977.6420
2014-07-211973.321984.0620
2014-07-221980.271984.0620
2014-07-231986.001984.0620
2014-07-241988.311984.0620
2014-07-251980.481984.069
2014-07-281976.501984.069
2014-07-291976.201984.069
2014-07-301971.151984.069
2014-07-311947.911984.069
2014-08-011927.171984.069
2014-08-041932.431984.069
2014-08-051926.671984.069
2014-08-061919.221984.069
2014-08-071916.571984.069
2014-08-081920.831984.0610
2014-08-111937.171984.0610
2014-08-121934.361984.0610
2014-08-131941.581984.0610
2014-08-141951.311984.0610
2014-08-151954.871984.0628
2014-08-181965.111984.0628
2014-08-191977.411984.0628
2014-08-201983.311984.0628
2014-08-211990.191984.0628
2014-08-221989.831984.0621
2014-08-251995.841984.0621
2014-08-262000.561984.0621
2014-08-271999.751984.0621
2014-08-281995.811984.0621
2014-08-291999.961984.0632
2014-09-011999.961984.0632
2014-09-022001.831987.7732
2014-09-032002.931989.9532
2014-09-042000.761985.6432
2014-09-052000.881985.8846
2014-09-082002.871989.8346
2014-09-091993.701971.6546
2014-09-101990.941966.1946
2014-09-111993.471971.2046
2014-09-121989.821963.9955
2014-09-151983.961952.4355
2014-09-161990.561965.4555
2014-09-171990.561965.4555
2014-09-182007.461998.9655
2014-09-192012.252008.5172
2014-09-222000.871985.8572
2014-09-231988.431961.2572
2014-09-241990.021964.3772
2014-09-251981.661947.9072
2014-09-261975.421935.6542
2014-09-291975.521935.8642
2014-09-301976.161937.1142
2014-10-011957.691901.0742
2014-10-021942.591871.8542
2014-10-031958.831903.2959
2014-10-061967.781920.7159
2014-10-071948.671883.6059
2014-10-081950.011886.1959
2014-10-091947.781881.8859
2014-10-101918.701826.1090
2014-10-131891.661774.9990
2014-10-141881.331755.6690
2014-10-151857.881712.1690
2014-10-161857.441711.3590
2014-10-171878.691750.7391
2014-10-201894.241779.8491
2014-10-211894.241779.8491
2014-10-221936.141859.4491
2014-10-231943.701874.0091
2014-10-241956.931899.5989
2014-10-271960.151905.8689
2014-10-281974.601934.0589
2014-10-291981.511947.6189
2014-10-301987.071958.5789
2014-10-312009.662003.3583
2014-11-032018.542021.0983
2014-11-042011.232006.4783
2014-11-052019.262022.5483
2014-11-062025.502035.0683
2014-11-072030.902045.9282
2014-11-102034.792053.7582
2014-11-112038.612061.4882
2014-11-122037.072058.3782
2014-11-132038.792061.8482
2014-11-142039.252062.7697
2014-11-172039.292062.8597
2014-11-182047.712079.9397
2014-11-192048.102080.7197
2014-11-202048.242081.0097
2014-11-212062.292109.6598
2014-11-242067.432120.1898
2014-11-252069.042123.4798
2014-11-262070.032125.5098
2014-11-272070.032125.5098
2014-11-282070.792127.0891
2014-12-012058.642102.1991
2014-12-022060.722106.4391
2014-12-032071.182127.8791
2014-12-042071.312128.1491
2014-12-052074.612134.9391
2014-12-082066.302117.8691
2014-12-092052.792090.2591
2014-12-102042.032068.4091
2014-12-112036.682057.5791
2014-12-122016.822017.6477
2014-12-151998.901981.9677
2014-12-161987.231958.8777
2014-12-171994.301972.8377
2014-12-182040.112064.5177
2014-12-192067.642120.6143
2014-12-222073.972133.6043
2014-12-232082.542151.2843
2014-12-242083.642153.5543
2014-12-252083.642153.5543
2014-12-262087.522161.5852
2014-12-292089.382165.4352
2014-12-302084.222154.7552
2014-12-312071.132127.7852