-0.6%
CBOE vs SIRI
+36.4%
-36.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.2% | -2.1% |
| 7D | -5.8% | +0.6% | -6.4% | -5.7% |
| 30D | -3.1% | +2.5% | -5.6% | -2.6% |
| 3M | -4.8% | +6.6% | -11.4% | -3.6% |
| 6M | -0.6% | +32.9% | -33.4% | +4.5% |
| All | -0.6% | +36.4% | -36.9% | +4.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling