+1,972.8%
STX vs CBOE
+524.9%
+1,447.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -3.3% |
| 7D | +14.6% | +6.3% | +8.3% | +13.9% |
| 30D | -26.0% | +24.9% | -50.9% | -28.1% |
| 3M | -42.6% | +28.5% | -71.1% | -44.6% |
| 6M | -35.3% | +2.9% | -38.1% | -35.4% |
| YTD | +92.5% | +50.7% | +41.8% | +77.9% |
| 1Y | +102.4% | +45.5% | +56.9% | +88.3% |
| 3Y | +673.8% | +116.3% | +557.5% | +540.0% |
| 5Y | +463.1% | +204.3% | +258.7% | +314.3% |
| All | +1,972.8% | +524.9% | +1,447.9% | +1,019.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling