+1,383.2%
STX vs CBOE
+95.4%
+1,287.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.7% | +8.2% | +6.0% |
| 7D | +10.7% | -4.6% | +15.4% | +9.5% |
| 30D | +11.3% | +2.6% | +8.6% | +12.0% |
| 3M | +3.2% | +4.9% | -1.7% | +5.8% |
| 6M | +157.0% | -2.2% | +159.1% | +159.8% |
| YTD | +229.2% | +17.7% | +211.5% | +252.6% |
| 1Y | +381.8% | +26.1% | +355.8% | +425.1% |
| 3Y | +1,383.2% | +97.1% | +1,286.1% | +1,546.8% |
| All | +1,383.2% | +95.4% | +1,287.8% | +1,546.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling