+18.9%
SWKS vs CBOE
+39.5%
-20.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -4.9% | +7.7% | -12.7% | -3.5% |
| 30D | -1.2% | +24.4% | -25.6% | +2.9% |
| 3M | +24.2% | +20.0% | +4.1% | +28.9% |
| 6M | +21.5% | +2.4% | +19.1% | +28.8% |
| YTD | +33.5% | +38.5% | -5.1% | +50.2% |
| 1Y | +18.9% | +39.0% | -20.0% | +34.3% |
| All | +18.9% | +39.5% | -20.6% | +34.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling