+634.3%
XLV vs CBOE
+978.8%
-344.5%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.1% | +0.3% |
| 7D | -3.6% | -5.8% | +2.3% | -2.2% |
| 30D | -1.8% | -3.1% | +1.3% | -1.3% |
| 3M | +7.8% | -4.8% | +12.5% | +8.3% |
| 6M | +9.1% | -0.6% | +9.7% | +7.8% |
| YTD | +7.7% | +12.8% | -5.1% | +3.0% |
| 1Y | +20.4% | +19.8% | +0.6% | +13.2% |
| 3Y | +30.8% | +86.9% | -56.2% | +8.0% |
| 5Y | +34.6% | +136.5% | -101.9% | +3.5% |
| 10Y | +173.4% | +368.4% | -195.1% | +70.7% |
| All | +634.3% | +978.8% | -344.5% | +245.2% |
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