+708.1%
STX vs CBOE
+116.0%
+592.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.2% | +8.8% | +10.3% |
| 7D | -1.0% | +6.9% | -7.9% | +1.2% |
| 30D | -26.8% | +24.1% | -50.9% | -21.7% |
| 3M | -32.7% | +30.9% | -63.6% | -27.2% |
| 6M | -33.7% | +5.9% | -39.6% | -31.2% |
| YTD | +101.0% | +48.2% | +52.8% | +131.3% |
| 1Y | +92.7% | +43.5% | +49.2% | +120.3% |
| All | +708.1% | +116.0% | +592.1% | +899.5% |
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