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Date range: - Indicator long/short point: Leverage, long: short:
For selected date range and options, here are some stats: Alpha: 0.000137 (3.43% pa average), Beta: 1.40
Date Passive S&P500 value Active S&P500 value Market Opportunity Index
2015-01-012071.132071.1352
2015-01-022058.882058.8847
2015-01-052036.702014.7647
2015-01-062011.861965.9247
2015-01-072016.651975.3047
2015-01-082046.862034.9247
2015-01-092052.762046.6562
2015-01-122036.572014.5062
2015-01-132029.952001.4362
2015-01-142009.131960.5862
2015-01-152004.811952.1662
2015-01-162005.061952.6651
2015-01-192005.061952.6651
2015-01-202019.191980.2651
2015-01-212025.661992.9851
2015-01-222047.112035.4251
2015-01-232047.112035.4269
2015-01-262051.532044.2069
2015-01-272036.302013.9669
2015-01-282019.621981.1169
2015-01-292009.381961.0769
2015-01-302007.761957.9146
2015-02-022005.021952.5746
2015-02-032036.442014.2446
2015-02-042045.462032.1346
2015-02-052053.242047.6346
2015-02-062060.032061.1954
2015-02-092049.562040.2954
2015-02-102059.362059.8554
2015-02-112067.142075.4354
2015-02-122079.242099.8154
2015-02-132092.382126.4249
2015-02-162092.382126.4249
2015-02-172096.982135.7949
2015-02-182097.812137.4749
2015-02-192097.412136.6649
2015-02-202101.002143.9940
2015-02-232108.142158.5740
2015-02-242112.102166.7040
2015-02-252114.662171.9640
2015-02-262110.582163.5840
2015-02-272107.972158.2331
2015-03-022111.162164.7731
2015-03-032109.392161.1431
2015-03-042097.862137.5831
2015-03-052099.762141.4631
2015-03-062085.092111.6339
2015-03-092076.852094.9739
2015-03-102060.152061.4339
2015-03-112043.682028.5939
2015-03-122053.642048.4239
2015-03-132055.922052.9726
2015-03-162068.332077.8226
2015-03-172075.142077.8226
2015-03-182085.112077.8226
2015-03-192093.052077.8226
2015-03-202100.662077.8226
2015-03-232107.922077.8226
2015-03-242098.642077.8226
2015-03-252078.162077.8226
2015-03-262057.192077.8226
2015-03-272058.152077.8215
2015-03-302075.862077.8215
2015-03-312075.762077.8215
2015-04-012060.832077.8215
2015-04-022064.122077.8215
2015-04-032064.122077.8217
2015-04-062072.252077.8217
2015-04-072080.762077.8217
2015-04-082079.712077.8217
2015-04-092085.022077.8217
2015-04-102096.922077.8223
2015-04-132098.612077.8223
2015-04-142092.502077.8223
2015-04-152103.552077.8223
2015-04-162105.572077.8223
2015-04-172089.682077.8240
2015-04-202093.142077.8240
2015-04-212101.032093.5240
2015-04-222101.822095.0840
2015-04-232110.952113.3440
2015-04-242116.052123.5650
2015-04-272115.292122.0350
2015-04-282108.512108.4550
2015-04-292107.602106.6350
2015-04-302093.542078.6050
2015-05-012097.862087.2151
2015-05-042113.972119.3951
2015-05-052101.452094.3451
2015-05-062084.442060.5851
2015-05-072083.962059.6451
2015-05-082104.502100.4445
2015-05-112110.792113.0145
2015-05-122098.162087.7945
2015-05-132101.082093.6245
2015-05-142110.852113.1345
2015-05-152121.382134.2542
2015-05-182125.572142.7142
2015-05-192128.702149.0242
2015-05-202127.742147.0742
2015-05-212128.402148.4142
2015-05-222128.662148.9341
2015-05-252128.662148.9341
2015-05-262113.522118.4741
2015-05-272114.992121.4241
2015-05-282119.552130.5841
2015-05-292113.402118.2447
2015-06-012110.512112.4647
2015-06-022109.192109.8047
2015-06-032114.062119.5647
2015-06-042103.582098.5947
2015-06-052093.652078.8249
2015-06-082085.942063.5449
2015-06-092079.252050.3249
2015-06-102093.992079.5049
2015-06-112109.092109.6149
2015-06-122100.082091.6133
2015-06-152084.902061.4933
2015-06-162090.012071.6133
2015-06-172098.372088.2233
2015-06-182112.762116.9633
2015-06-192115.532122.5234
2015-06-222119.432130.3434
2015-06-232123.822139.1834
2015-06-242116.482124.4134
2015-06-252107.522106.4734
2015-06-262102.132095.7130
2015-06-292077.882047.6430
2015-06-302063.732019.8330
2015-07-012073.552039.1130
2015-07-022077.722047.3230
2015-07-032077.722047.3228
2015-07-062069.932031.9928
2015-07-072069.662031.9928
2015-07-082061.662031.9928
2015-07-092056.262031.9928
2015-07-102065.852031.9928
2015-07-132090.082031.9928
2015-07-142104.712031.9928
2015-07-152108.262031.9928
2015-07-162117.452031.9928
2015-07-172125.562031.9938
2015-07-202127.902031.9938
2015-07-212122.662022.0038
2015-07-222115.222007.8438
2015-07-232107.951994.0738
2015-07-242091.251962.5939
2015-07-272071.881926.4239
2015-07-282082.171945.5939
2015-07-292101.991982.8039
2015-07-302105.211988.8939
2015-07-312107.941994.0440
2015-08-032098.891976.9540
2015-08-042095.531970.6340
2015-08-052100.761980.4940
2015-08-062090.791961.7340
2015-08-072077.681937.2045
2015-08-102092.871965.6445
2015-08-112091.471963.0145
2015-08-122077.081936.0845
2015-08-132085.191951.2445
2015-08-142086.941954.5146
2015-08-172093.581966.9746
2015-08-182099.131977.4146
2015-08-192085.501951.8246
2015-08-202056.171897.3046
2015-08-212002.481799.5235
2015-08-241922.631658.8635
2015-08-251895.201611.8735
2015-08-261907.271632.4735
2015-08-271965.701734.0235
2015-08-281985.901769.8428
2015-08-311977.911755.6228
2015-09-011939.271755.6228
2015-09-021932.701755.6228
2015-09-031955.411755.6228
2015-09-041931.991755.6224
2015-09-071931.991755.6224
2015-09-081948.611755.6224
2015-09-091960.001755.6224
2015-09-101949.091755.6224
2015-09-111953.191755.6230
2015-09-141956.861755.6230
2015-09-151967.671775.0830
2015-09-161987.131810.3630
2015-09-171998.281830.7330
2015-09-181972.711784.1928
2015-09-211965.811771.7328
2015-09-221948.691771.7328
2015-09-231941.021771.7328
2015-09-241928.291771.7328
2015-09-251935.421771.7332
2015-09-281904.841771.7332
2015-09-291884.351733.8132
2015-09-301903.711769.6332
2015-10-011917.841796.0132
2015-10-021929.551818.0031
2015-10-051971.221897.3731
2015-10-061982.541919.2231
2015-10-071988.481930.7431
2015-10-082002.871958.7831
2015-10-092014.091980.8031
2015-10-122015.581983.7331
2015-10-132010.701974.1431
2015-10-141999.551952.2931
2015-10-152010.241973.2231
2015-10-162027.872007.9931
2015-10-192030.542013.2831
2015-10-202032.412016.9931
2015-10-212026.902006.0731
2015-10-222037.872027.8431
2015-10-232067.822087.8831
2015-10-262071.982096.3031
2015-10-272065.962084.1431
2015-10-282077.572107.6331
2015-10-292088.232129.3031
2015-10-302085.762124.2619
2015-11-022092.942138.9319
2015-11-032106.602138.9319
2015-11-042106.122138.9319
2015-11-052100.202138.9319
2015-11-062095.862138.9320
2015-11-092084.992138.9320
2015-11-102078.122138.9320
2015-11-112080.052138.9320
2015-11-122059.052138.9320
2015-11-132033.592138.9322
2015-11-162036.972138.9322
2015-11-172036.972138.9322
2015-11-182068.222138.9322
2015-11-192082.612138.9322
2015-11-202087.972138.9354
2015-11-232088.252138.9354
2015-11-242084.492131.2454
2015-11-252089.372141.2254
2015-11-262089.372141.2254
2015-11-272089.092140.6559
2015-11-302086.392135.1359
2015-12-012092.962148.6059
2015-12-022090.652143.8559
2015-12-032064.422090.3959
2015-12-042072.002105.7814
2015-12-072081.172124.4614
2015-12-082065.792124.4614
2015-12-092056.412124.4614
2015-12-102053.372124.4614
2015-12-112028.932124.4623
2015-12-142012.872124.4623
2015-12-152037.102124.4623
2015-12-162059.682124.4623
2015-12-172058.422124.4623
2015-12-182023.132124.4623
2015-12-212015.062124.4623
2015-12-222031.342124.4623
2015-12-232053.352124.4623
2015-12-242062.652124.4623
2015-12-252062.652124.4625
2015-12-282054.062124.4625
2015-12-292070.252124.4625
2015-12-302070.002124.4625
2015-12-312052.672124.4625