+1,959.5%
XLK vs CBOE
+1,003.5%
+956.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.5% | +0.1% | -1.1% |
| 7D | -0.4% | -3.7% | +3.3% | +0.4% |
| 30D | -0.5% | +2.0% | -2.4% | -1.0% |
| 3M | +5.0% | -4.2% | +9.2% | +5.3% |
| 6M | +32.9% | +1.2% | +31.7% | +30.4% |
| YTD | +29.0% | +15.4% | +13.6% | +22.2% |
| 1Y | +37.8% | +23.5% | +14.3% | +28.2% |
| 3Y | +118.7% | +93.2% | +25.5% | +74.6% |
| 5Y | +145.6% | +142.0% | +3.6% | +81.3% |
| 10Y | +791.5% | +379.2% | +412.3% | +427.1% |
| All | +1,959.5% | +1,003.5% | +956.0% | +779.3% |
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 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