+518.7%
CBOE vs SFM
+140.2%
+378.6%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.3% | +0.4% | +1.7% |
| 7D | +6.3% | +6.0% | +0.2% | +5.8% |
| 30D | +24.9% | -19.5% | +44.4% | +26.6% |
| 3M | +28.5% | -37.0% | +65.5% | +32.3% |
| 6M | +2.9% | -41.0% | +43.9% | +6.3% |
| YTD | +50.7% | -34.6% | +85.3% | +54.4% |
| 1Y | +45.5% | -36.3% | +81.7% | +49.3% |
| 3Y | +116.3% | +24.5% | +91.8% | +106.3% |
| 5Y | +204.3% | +115.9% | +88.5% | +172.9% |
| All | +518.7% | +140.2% | +378.6% | +438.2% |
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