+10,423.4%
STX vs CBOE
+1,045.3%
+9,378.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.4% | +6.4% |
| 7D | +2.4% | -3.6% | +6.0% | +3.1% |
| 30D | +1.4% | +5.1% | -3.7% | +0.4% |
| 3M | -8.2% | +4.6% | -12.8% | -9.7% |
| 6M | +127.0% | -0.3% | +127.3% | +123.9% |
| YTD | +209.1% | +19.8% | +189.4% | +190.6% |
| 1Y | +365.4% | +28.4% | +337.1% | +328.2% |
| 3Y | +1,135.4% | +104.1% | +1,031.3% | +871.2% |
| 5Y | +991.5% | +150.9% | +840.6% | +695.9% |
| 10Y | +3,695.8% | +393.5% | +3,302.3% | +2,027.4% |
| All | +10,423.4% | +1,045.3% | +9,378.1% | +3,508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling