+2.9%
SWKS vs CBOE
+26.4%
-23.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.7% | +3.5% | +1.7% |
| 7D | +11.8% | -4.6% | +16.5% | +11.5% |
| 30D | +6.7% | +2.6% | +4.1% | +6.7% |
| 3M | 0.0% | +4.9% | -4.9% | +0.2% |
| 6M | +38.7% | -2.2% | +40.9% | +41.6% |
| YTD | +21.4% | +17.7% | +3.6% | +32.9% |
| 1Y | +2.9% | +26.1% | -23.2% | +16.2% |
| All | +2.9% | +26.4% | -23.5% | +16.2% |
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 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