+1,077.4%
STX vs CBOE
+146.7%
+930.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -2.1% |
| 7D | +9.6% | -0.8% | +10.3% | +9.5% |
| 30D | +10.6% | +2.7% | +7.9% | +10.8% |
| 3M | +4.8% | +0.7% | +4.1% | +5.4% |
| 6M | +137.3% | -2.0% | +139.2% | +138.0% |
| YTD | +222.5% | +17.1% | +205.3% | +222.4% |
| 1Y | +366.2% | +26.5% | +339.7% | +362.9% |
| 3Y | +1,352.9% | +96.1% | +1,256.8% | +1,180.1% |
| 5Y | +1,077.4% | +149.3% | +928.1% | +824.2% |
| All | +1,077.4% | +146.7% | +930.7% | +824.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling