+448.6%
SWKS vs CBOE
+1,045.3%
-596.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.6% | +3.5% |
| 7D | +12.5% | -3.6% | +16.1% | +13.6% |
| 30D | +10.5% | +5.1% | +5.4% | +8.5% |
| 3M | -7.4% | +4.6% | -12.0% | -9.7% |
| 6M | +32.7% | -0.3% | +32.9% | +30.4% |
| YTD | +19.2% | +19.8% | -0.6% | +9.9% |
| 1Y | +2.4% | +28.4% | -26.0% | -8.2% |
| 3Y | -25.6% | +104.1% | -129.7% | -45.9% |
| 5Y | -53.4% | +150.9% | -204.3% | -69.2% |
| 10Y | +23.2% | +393.5% | -370.3% | -42.7% |
| All | +448.6% | +1,045.3% | -596.7% | +51.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling