-17.1%
SWKS vs CBOE
+103.4%
-120.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -3.6% | +16.1% | +12.1% |
| 30D | +10.5% | +5.1% | +5.4% | +11.2% |
| 3M | -7.4% | +4.6% | -12.0% | -6.7% |
| 6M | +32.7% | -0.3% | +32.9% | +34.3% |
| YTD | +19.2% | +19.8% | -0.6% | +25.9% |
| 1Y | +2.4% | +28.4% | -26.0% | +10.0% |
| All | -17.1% | +103.4% | -120.4% | -5.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling