+39.0%
CBOE vs SITM
+47.5%
-8.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -9.4% | +9.6% | -0.3% |
| 7D | +7.7% | -19.5% | +27.3% | +6.5% |
| 30D | +24.4% | -43.2% | +67.6% | +21.6% |
| 3M | +20.0% | -30.8% | +50.9% | +18.4% |
| 6M | +2.4% | -28.6% | +30.9% | +2.8% |
| YTD | +38.5% | +14.2% | +24.4% | +42.1% |
| 1Y | +39.0% | +44.4% | -5.4% | +43.0% |
| All | +39.0% | +47.5% | -8.6% | +43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling