+253.9%
XLI vs CBOE
+368.5%
-114.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.6% |
| 7D | -1.7% | -5.8% | +4.2% | -0.4% |
| 30D | -7.3% | -3.1% | -4.1% | -6.7% |
| 3M | -1.3% | -4.8% | +3.4% | -0.9% |
| 6M | +2.2% | -0.6% | +2.8% | +0.6% |
| YTD | +11.7% | +12.8% | -1.1% | +6.0% |
| 1Y | +14.3% | +19.8% | -5.5% | +6.4% |
| 3Y | +70.3% | +86.9% | -16.6% | +34.8% |
| 5Y | +82.3% | +136.5% | -54.2% | +31.2% |
| All | +253.9% | +368.5% | -114.6% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling