-43.6%
SWKS vs CBOE
+179.9%
-223.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.2% |
| 7D | -6.2% | +5.3% | -11.4% | -6.1% |
| 30D | -1.5% | +25.5% | -27.0% | -1.4% |
| 3M | +23.0% | +22.5% | +0.5% | +23.1% |
| 6M | +27.6% | +2.6% | +25.0% | +29.9% |
| YTD | +32.3% | +41.8% | -9.5% | +30.7% |
| 1Y | +20.1% | +40.9% | -20.7% | +18.7% |
| 3Y | +0.6% | +108.7% | -108.1% | -10.5% |
| All | -43.6% | +179.9% | -223.5% | -59.1% |
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