+6,741.8%
STX vs CBOE
+1,317.1%
+5,424.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +1.2% | +8.8% | +9.8% |
| 7D | -1.0% | +6.9% | -7.9% | -2.2% |
| 30D | -26.8% | +24.1% | -50.9% | -30.1% |
| 3M | -32.7% | +30.9% | -63.6% | -36.5% |
| 6M | -33.7% | +5.9% | -39.6% | -35.2% |
| YTD | +101.0% | +48.2% | +52.8% | +80.3% |
| 1Y | +92.7% | +43.5% | +49.2% | +74.1% |
| 3Y | +708.7% | +117.0% | +591.7% | +536.9% |
| 5Y | +504.0% | +203.4% | +300.6% | +323.7% |
| 10Y | +2,108.4% | +515.9% | +1,592.4% | +1,079.6% |
| All | +6,741.8% | +1,317.1% | +5,424.7% | +2,138.5% |
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 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