+3,772.7%
SOXX vs CBOE
+978.8%
+2,794.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.4% |
| 7D | +1.4% | -5.8% | +7.2% | +2.7% |
| 30D | -3.6% | -3.1% | -0.4% | -3.0% |
| 3M | -10.2% | -4.8% | -5.4% | -9.8% |
| 6M | +54.2% | -0.6% | +54.8% | +51.7% |
| YTD | +75.2% | +12.8% | +62.4% | +66.2% |
| 1Y | +107.5% | +19.8% | +87.7% | +93.1% |
| 3Y | +226.8% | +86.9% | +139.8% | +155.7% |
| 5Y | +251.2% | +136.5% | +114.7% | +150.5% |
| 10Y | +1,567.6% | +368.4% | +1,199.2% | +815.7% |
| All | +3,772.7% | +978.8% | +2,794.0% | +1,320.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling