-59.0%
SKUU vs CBOE
+26.1%
-85.0%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +0.3% | -10.6% | -10.0% |
| 7D | -25.6% | +7.7% | -33.3% | -15.8% |
| 30D | -49.6% | +24.4% | -74.0% | -30.0% |
| 3M | -26.8% | +20.0% | -46.9% | -9.8% |
| All | -59.0% | +26.1% | -85.0% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1y: compounded portfolio wealth divided by compounded CBOE 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…
1y analysis · Full analysis span regression · Available span rolling