+39.2%
XLK vs CBOE
+20.5%
+18.7%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.6% | +1.0% |
| 7D | +0.2% | -5.8% | +6.0% | -0.7% |
| 30D | -0.6% | -3.1% | +2.5% | -1.0% |
| 3M | +2.6% | -4.8% | +7.3% | +2.2% |
| 6M | +34.0% | -0.6% | +34.5% | +35.3% |
| YTD | +30.7% | +12.8% | +17.9% | +36.1% |
| 1Y | +39.2% | +19.8% | +19.4% | +48.4% |
| All | +39.2% | +20.5% | +18.7% | +48.4% |
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