+162.9%
CBOE vs VSXY
+37.7%
+125.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.6% |
| 7D | -0.8% | -10.7% | +10.0% | -0.9% |
| 30D | +2.7% | -24.3% | +26.9% | +2.2% |
| 3M | +0.7% | +1.0% | -0.3% | +0.8% |
| 6M | -2.0% | +57.4% | -59.3% | -1.3% |
| YTD | +17.1% | +39.8% | -22.6% | +18.0% |
| 1Y | +26.5% | +196.5% | -170.0% | +27.0% |
| 3Y | +96.1% | +357.2% | -261.1% | +90.3% |
| 5Y | +149.3% | +18.9% | +130.4% | +156.7% |
| All | +162.9% | +37.7% | +125.3% | +168.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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