+139.8%
CBOE vs SFM
+213.6%
-73.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | -5.8% | -10.6% | +4.8% | -5.2% |
| 30D | -3.1% | -15.5% | +12.3% | -2.3% |
| 3M | -4.8% | -17.4% | +12.7% | -3.9% |
| 6M | -0.6% | -3.4% | +2.9% | -0.4% |
| YTD | +12.8% | -8.7% | +21.5% | +13.2% |
| 1Y | +19.8% | -47.2% | +66.9% | +23.6% |
| 3Y | +86.9% | +82.7% | +4.2% | +74.0% |
| All | +139.8% | +213.6% | -73.8% | +108.4% |
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 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