+247.9%
SOXX vs CBOE
+136.7%
+111.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +1.7% |
| 7D | +1.4% | -5.8% | +7.2% | +1.0% |
| 30D | -3.6% | -3.1% | -0.4% | -3.8% |
| 3M | -10.2% | -4.8% | -5.4% | -10.0% |
| 6M | +54.2% | -0.6% | +54.8% | +54.9% |
| YTD | +75.2% | +12.8% | +62.4% | +75.9% |
| 1Y | +107.5% | +19.8% | +87.7% | +108.1% |
| 3Y | +226.8% | +86.9% | +139.8% | +185.6% |
| All | +247.9% | +136.7% | +111.2% | +159.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling