+70.2%
STX vs CBOE
+41.5%
+28.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | +2.3% | -18.5% | -15.5% |
| 7D | -33.4% | +12.4% | -45.8% | -30.6% |
| 30D | -42.1% | +26.9% | -69.0% | -37.9% |
| 3M | -44.3% | +24.3% | -68.6% | -40.5% |
| 6M | -39.4% | +3.1% | -42.5% | -37.8% |
| YTD | +70.0% | +41.7% | +28.3% | +125.7% |
| 1Y | +70.2% | +41.5% | +28.7% | +125.2% |
| All | +70.2% | +41.5% | +28.7% | +125.2% |
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