+12.3%
XLI vs CBOE
+39.5%
-27.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.1% |
| 7D | +0.6% | +7.7% | -7.2% | +1.4% |
| 30D | -0.4% | +24.4% | -24.8% | +1.8% |
| 3M | -8.8% | +20.0% | -28.9% | -7.0% |
| 6M | -0.4% | +2.4% | -2.7% | +0.8% |
| YTD | +10.1% | +38.5% | -28.4% | +14.5% |
| 1Y | +12.3% | +39.0% | -26.6% | +16.6% |
| All | +12.3% | +39.5% | -27.2% | +16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling