+358.9%
CBOE vs SIRI
-10.2%
+369.1%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.3% |
| 7D | -5.8% | +0.6% | -6.4% | -5.9% |
| 30D | -3.1% | +2.5% | -5.6% | -3.4% |
| 3M | -4.8% | +6.6% | -11.4% | -5.5% |
| 6M | -0.6% | +32.9% | -33.4% | -3.5% |
| YTD | +12.8% | +50.5% | -37.7% | +7.9% |
| 1Y | +19.8% | +28.0% | -8.2% | +16.3% |
| 3Y | +86.9% | -22.4% | +109.3% | +87.3% |
| 5Y | +136.5% | -41.3% | +177.8% | +140.5% |
| All | +358.9% | -10.2% | +369.1% | +313.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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