+1,056.2%
CBOE vs TECH
+466.1%
+590.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +5.1% | +0.7% | +4.4% | +5.0% |
| 3M | +4.6% | +36.3% | -31.7% | -0.8% |
| 6M | -0.3% | +25.6% | -25.8% | -5.0% |
| YTD | +19.8% | +23.7% | -3.9% | +14.0% |
| 1Y | +28.4% | +37.6% | -9.3% | +19.1% |
| 3Y | +104.1% | -6.6% | +110.7% | +97.8% |
| 5Y | +150.9% | -42.2% | +193.1% | +169.9% |
| 10Y | +393.5% | +187.6% | +205.9% | +207.9% |
| All | +1,056.2% | +466.1% | +590.1% | +462.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling