This Week in CBOE Strategy Indexes – 6/6/2014

The S&P 500 continues to post new highs and the three strategy indexes have worked to all-time highs as well. However, when the S&P 500 puts up a couple of one percent plus weeks the result is a little bit of relative underperformance which shows up in the charts below.


The total return for a portfolio holding a S&P 500 rose 1.4% last week while BXM and PUT were up slightly and BXY, which participates a little more on an upside move was up just over .5%. The big move in the S&P 500 also pushed the performance of the buy and hold portfolio past the three strategy indexes for 2014.