+204.2%
CBOE vs SFM
+116.0%
+88.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +26.3% |
| 3M | +28.5% | -37.0% | +65.5% | +31.6% |
| 6M | +2.9% | -41.0% | +43.9% | +5.6% |
| YTD | +50.7% | -34.6% | +85.3% | +53.9% |
| 1Y | +45.5% | -36.3% | +81.7% | +48.8% |
| 3Y | +116.3% | +24.5% | +91.8% | +106.8% |
| All | +204.2% | +116.0% | +88.3% | +184.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling