+369.4%
CBOE vs SFM
+268.6%
+100.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -1.4% |
| 7D | -3.7% | -8.8% | +5.1% | -3.1% |
| 30D | +2.0% | -14.5% | +16.4% | +3.0% |
| 3M | -4.2% | -16.8% | +12.6% | -3.2% |
| 6M | +1.2% | -5.3% | +6.5% | +1.3% |
| YTD | +15.4% | -9.4% | +24.8% | +15.8% |
| 1Y | +23.5% | -46.2% | +69.7% | +28.1% |
| 3Y | +93.2% | +81.3% | +11.9% | +79.5% |
| 5Y | +142.0% | +211.9% | -69.9% | +111.6% |
| All | +369.4% | +268.6% | +100.8% | +279.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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