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Date range: - Indicator long/short point: Leverage, long: short:
For selected date range and options, here are some stats: Alpha: 0.000544 (13.61% pa average), Beta: 1.29
Date Passive S&P500 value Active S&P500 value Market Opportunity Index
2016-01-012052.672052.6725
2016-01-042019.692019.6925
2016-01-052014.152019.6925
2016-01-061998.182019.6925
2016-01-071963.142019.6925
2016-01-081952.782019.6928
2016-01-111921.642019.6928
2016-01-121932.062019.6928
2016-01-131916.842019.6928
2016-01-141906.732019.6928
2016-01-151892.882019.6931
2016-01-181892.882019.6931
2016-01-191884.012000.8031
2016-01-201856.001941.7431
2016-01-211867.321965.5131
2016-01-221892.642019.1723
2016-01-251891.402016.5323
2016-01-261891.992016.5323
2016-01-271893.792016.5323
2016-01-281888.802016.5323
2016-01-291917.122016.5324
2016-02-011935.952016.5324
2016-02-021917.712016.5324
2016-02-031902.462016.5324
2016-02-041913.752016.5324
2016-02-051894.712016.5324
2016-02-081857.102016.5324
2016-02-091850.962016.5324
2016-02-101860.222016.5324
2016-02-111833.292016.5324
2016-02-121849.092016.5326
2016-02-151849.092016.5326
2016-02-161883.562016.5326
2016-02-171913.782016.5326
2016-02-181922.622016.5326
2016-02-191913.872016.5329
2016-02-221935.272016.5329
2016-02-231931.372016.5329
2016-02-241917.612016.5329
2016-02-251940.202016.5329
2016-02-261952.942016.5339
2016-02-291942.362016.5339
2016-03-011957.722048.5539
2016-03-021979.592094.5839
2016-03-031987.512111.3839
2016-03-041997.482132.6041
2016-03-071998.342134.4541
2016-03-081987.612111.5941
2016-03-091985.812107.7641
2016-03-101988.722113.9441
2016-03-112008.492156.1942
2016-03-142018.882178.5542
2016-03-152013.092166.0742
2016-03-162020.882182.8742
2016-03-172033.972211.2442
2016-03-182046.072237.6144
2016-03-212049.132244.3344
2016-03-222048.902243.8244
2016-03-232042.172229.1044
2016-03-242031.742206.3844
2016-03-252031.742206.3843
2016-03-282037.392218.6843
2016-03-292043.752232.5443
2016-03-302063.172275.1943
2016-03-312062.222273.0943
2016-04-012062.112272.8549
2016-04-042068.982288.0149
2016-04-052053.182253.2149
2016-04-062055.662258.6549
2016-04-072050.432247.1749
2016-04-082048.862243.7436
2016-04-112049.262244.6036
2016-04-122052.562251.8436
2016-04-132074.362299.9336
2016-04-142082.912318.9336
2016-04-152080.842314.3246
2016-04-182085.372324.4146
2016-04-192098.152352.9746
2016-04-202102.822363.4846
2016-04-212096.472349.2146
2016-04-222089.652333.9547
2016-04-252086.012325.8447
2016-04-262091.052337.0947
2016-04-272092.422340.1547
2016-04-282084.422322.2847
2016-04-292065.812281.0149
2016-05-022074.532300.3149
2016-05-032068.152286.1949
2016-05-042054.322255.7049
2016-05-052052.392251.4849
2016-05-062050.522247.3748
2016-05-092058.672265.2848
2016-05-102073.632298.3148
2016-05-112073.882298.8548
2016-05-122064.602278.3448
2016-05-132054.762256.6646
2016-05-162057.902263.5746
2016-05-172054.692256.5246
2016-05-182046.782239.1746
2016-05-192038.592221.3046
2016-05-202048.612243.1848
2016-05-232050.782247.9348
2016-05-242065.262279.7948
2016-05-252085.782325.3348
2016-05-262090.732336.3748
2016-05-272094.562344.9455
2016-05-302094.562344.9455
2016-05-312097.302351.0955
2016-06-012094.842345.5555
2016-06-022099.212355.3555
2016-06-032098.162353.0055
2016-06-062106.112370.8755
2016-06-072112.932386.2555
2016-06-082116.272393.8155
2016-06-092114.122388.9555
2016-06-102101.292360.0460
2016-06-132086.852327.7060
2016-06-142074.342299.8960
2016-06-152076.142303.8760
2016-06-162068.592287.1460
2016-06-172072.612296.0659
2016-06-202083.772320.8459
2016-06-212087.692329.5959
2016-06-222089.822334.3359
2016-06-232103.062364.0159
2016-06-242069.372288.8856
2016-06-272013.782167.5556
2016-06-282021.382183.9556
2016-06-292057.322262.3056
2016-06-302085.242324.1256
2016-07-012102.222362.1355
2016-07-042102.222362.1355
2016-07-052089.882334.4755
2016-07-062089.722334.1355
2016-07-072099.202355.3355
2016-07-082118.892399.7352
2016-07-112135.942438.5152
2016-07-122146.632462.9952
2016-07-132152.222475.8352
2016-07-142162.122498.6652
2016-07-152162.932500.5232
2016-07-182164.232503.5232
2016-07-192162.802500.2332
2016-07-202169.912516.6932
2016-07-212168.102512.4932
2016-07-222169.962516.8116
2016-07-252169.462515.6516
2016-07-262167.972515.6516
2016-07-272167.612515.6516
2016-07-282167.182515.6516
2016-07-292170.752515.6523
2016-08-012172.122515.6523
2016-08-022161.192515.6523
2016-08-032159.242515.6523
2016-08-042163.762515.6523
2016-08-052175.832515.6521
2016-08-082181.982515.6521
2016-08-092182.562515.6521
2016-08-102178.432515.6521
2016-08-112182.542515.6521
2016-08-122183.372515.6521
2016-08-152189.032515.6521
2016-08-162182.192515.6521
2016-08-172177.912515.6521
2016-08-182184.102515.6521
2016-08-192182.062515.6543
2016-08-222181.332515.6543
2016-08-232188.732532.7543
2016-08-242179.612511.6843
2016-08-252173.632497.9043
2016-08-262173.122496.7462
2016-08-292176.062503.5062
2016-08-302177.062505.8162
2016-08-312169.912489.3862
2016-09-012168.212485.4762
2016-09-022178.982510.2360
2016-09-052178.982510.2360
2016-09-062182.442518.2160
2016-09-072184.572523.1260
2016-09-082181.622516.3260
2016-09-092148.452440.3760
2016-09-122140.582422.5360
2016-09-132137.062414.5660
2016-09-142128.722395.7560
2016-09-152136.572413.4760
2016-09-162140.832423.1056
2016-09-192143.162428.3756
2016-09-202143.922430.0956
2016-09-212153.102450.9456
2016-09-222174.762500.5256
2016-09-232168.922487.1168
2016-09-262152.062448.5768
2016-09-272152.162448.8268
2016-09-282164.352476.6468
2016-09-292159.472465.4968
2016-09-302164.152476.1777
2016-10-032161.182469.3877
2016-10-042155.832457.1877
2016-10-052158.492463.2577
2016-10-062158.052462.2377
2016-10-072157.162460.2069
2016-10-102163.512474.7169
2016-10-112147.122437.3669
2016-10-122138.752418.3869
2016-10-132128.932396.2369
2016-10-142138.712418.2967
2016-10-172129.872398.3667
2016-10-182139.452419.9667
2016-10-192142.922427.8467
2016-10-202141.122423.7567
2016-10-212138.332417.4456
2016-10-242150.382444.7756
2016-10-252146.562436.0956
2016-10-262138.432417.6756
2016-10-272139.192419.3856
2016-10-282129.682397.9246
2016-10-312128.682395.6746
2016-11-012117.422370.4046
2016-11-022103.282338.8546
2016-11-032093.812317.8346
2016-11-042087.962304.8946
2016-11-072087.962304.8946
2016-11-082134.982409.8746
2016-11-092147.572438.3746
2016-11-102167.112482.9546
2016-11-112161.392469.8772
2016-11-142164.322476.5672
2016-11-152173.972498.7172
2016-11-162176.472504.4572
2016-11-172182.612518.6072
2016-11-182184.752523.5565
2016-11-212192.432541.3265
2016-11-222200.952561.1165
2016-11-232200.632560.3565
2016-11-242200.632560.3565
2016-11-252209.812581.7676
2016-11-282205.862572.5476
2016-11-292203.512567.0676
2016-11-302204.172568.6176
2016-12-012195.322548.0276
2016-12-022192.352541.1271
2016-12-052203.692567.4871
2016-12-062208.622578.9871
2016-12-072208.622578.9871
2016-12-082244.142662.6171
2016-12-092254.572687.4272
2016-12-122258.052695.7172
2016-12-132268.972721.8572
2016-12-142261.572704.1272
2016-12-152260.422701.3872
2016-12-162261.792704.6671
2016-12-192261.862704.8271
2016-12-202268.992721.9071
2016-12-212268.022719.5871
2016-12-222260.792702.2571
2016-12-232261.672704.3668
2016-12-262261.672704.3668
2016-12-272268.772721.3768
2016-12-282260.142700.7168
2016-12-292249.462675.2468
2016-12-302244.412663.2473