+601.3%
CBOE vs SFM
+132.6%
+468.8%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -0.2% |
| 7D | -3.6% | -0.1% | -3.5% | -3.6% |
| 30D | +5.1% | -4.4% | +9.4% | +5.3% |
| 3M | +4.6% | +1.5% | +3.1% | +4.4% |
| 6M | -0.3% | +6.5% | -6.7% | -0.9% |
| YTD | +19.8% | +2.2% | +17.6% | +19.2% |
| 1Y | +28.4% | -41.9% | +70.2% | +32.2% |
| 3Y | +104.1% | +106.8% | -2.7% | +89.6% |
| 5Y | +150.9% | +231.6% | -80.7% | +122.3% |
| 10Y | +393.5% | +258.4% | +135.1% | +321.8% |
| All | +601.3% | +132.6% | +468.8% | +515.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling