+532.4%
XLF vs CBOE
+1,003.5%
-471.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.1% |
| 7D | -2.9% | -3.7% | +0.8% | -1.7% |
| 30D | -1.6% | +2.0% | -3.6% | -2.4% |
| 3M | +9.3% | -4.2% | +13.5% | +9.8% |
| 6M | +14.6% | +1.2% | +13.4% | +11.8% |
| YTD | +4.7% | +15.4% | -10.6% | -2.7% |
| 1Y | +8.6% | +23.5% | -14.9% | -1.6% |
| 3Y | +73.9% | +93.2% | -19.3% | +30.1% |
| 5Y | +65.0% | +142.0% | -76.9% | +11.6% |
| 10Y | +250.4% | +379.2% | -128.8% | +76.1% |
| All | +532.4% | +1,003.5% | -471.1% | +98.5% |
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