+20.1%
SWKS vs CBOE
+42.3%
-22.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -6.2% | +5.3% | -11.4% | -5.2% |
| 30D | -1.5% | +25.5% | -27.0% | +2.8% |
| 3M | +23.0% | +22.5% | +0.5% | +28.2% |
| 6M | +27.6% | +2.6% | +25.0% | +35.7% |
| YTD | +32.3% | +41.8% | -9.5% | +49.4% |
| 1Y | +20.1% | +40.9% | -20.7% | +35.6% |
| All | +20.1% | +42.3% | -22.2% | +35.6% |
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 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