+139.8%
CBOE vs TECH
-43.3%
+183.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.1% | -2.3% | -2.2% |
| 7D | -5.8% | -0.4% | -5.4% | -5.8% |
| 30D | -3.1% | 0.0% | -3.1% | -3.1% |
| 3M | -4.8% | +33.7% | -38.4% | -6.0% |
| 6M | -0.6% | +34.9% | -35.5% | -2.1% |
| YTD | +12.8% | +23.2% | -10.4% | +11.5% |
| 1Y | +19.8% | +36.3% | -16.5% | +17.3% |
| 3Y | +86.9% | +2.3% | +84.7% | +85.0% |
| All | +139.8% | -43.3% | +183.2% | +166.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 5y: compounded portfolio wealth divided by compounded TECH 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…
5y analysis · Full analysis span regression · 6 months rolling