+3,343.4%
STX vs CBOE
+368.5%
+2,974.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.2% | -1.5% | -3.4% |
| 7D | -2.3% | -5.8% | +3.6% | -1.5% |
| 30D | -5.5% | -3.1% | -2.3% | -5.1% |
| 3M | -4.3% | -4.8% | +0.5% | -3.9% |
| 6M | +115.6% | -0.6% | +116.2% | +113.4% |
| YTD | +202.2% | +12.8% | +189.4% | +190.7% |
| 1Y | +325.3% | +19.8% | +305.5% | +302.7% |
| 3Y | +1,283.9% | +86.9% | +1,197.0% | +1,041.4% |
| 5Y | +1,048.3% | +136.5% | +911.8% | +771.1% |
| All | +3,343.4% | +368.5% | +2,974.9% | +1,927.6% |
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