+52.5%
SOXX vs CBOE
+39.5%
+13.0%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +0.3% | -3.4% | -3.1% |
| 7D | -13.7% | +7.7% | -21.4% | -11.4% |
| 30D | -23.6% | +24.4% | -48.0% | -18.7% |
| 3M | -16.9% | +20.0% | -36.9% | -12.1% |
| 6M | -2.4% | +2.4% | -4.8% | +1.8% |
| YTD | +49.8% | +38.5% | +11.3% | +76.6% |
| 1Y | +52.5% | +39.0% | +13.6% | +80.1% |
| All | +52.5% | +39.5% | +13.0% | +80.1% |
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 · 6 months rolling