-36.5%
SWKS vs CBOE
+202.6%
-239.2%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +9.4% | +6.3% | +3.2% | +9.5% |
| 30D | +17.0% | +24.9% | -8.0% | +17.3% |
| 3M | +28.9% | +28.5% | +0.5% | +29.5% |
| 6M | +33.1% | +2.9% | +30.3% | +36.3% |
| YTD | +44.8% | +50.7% | -5.9% | +43.5% |
| 1Y | +36.2% | +45.5% | -9.3% | +35.4% |
| 3Y | +11.5% | +116.3% | -104.9% | +0.9% |
| All | -36.5% | +202.6% | -239.2% | -54.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling