+102.4%
STX vs CBOE
+44.9%
+57.5%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +1.8% | -4.9% | -2.5% |
| 7D | +14.6% | +6.3% | +8.3% | +17.1% |
| 30D | -26.0% | +24.9% | -50.9% | -20.2% |
| 3M | -42.6% | +28.5% | -71.1% | -38.0% |
| 6M | -35.3% | +2.9% | -38.1% | -33.5% |
| YTD | +92.5% | +50.7% | +41.8% | +169.9% |
| 1Y | +102.4% | +45.5% | +56.9% | +183.1% |
| All | +102.4% | +44.9% | +57.5% | +183.1% |
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 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