+86.9%
CBOE vs SITM
+452.7%
-365.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.8% | -1.9% |
| 7D | -5.8% | +3.9% | -9.7% | -5.6% |
| 30D | -3.1% | -6.6% | +3.4% | -3.4% |
| 3M | -4.8% | -11.9% | +7.1% | -4.7% |
| 6M | -0.6% | +81.1% | -81.7% | +5.2% |
| YTD | +12.8% | +80.0% | -67.2% | +19.7% |
| 1Y | +19.8% | +145.8% | -126.1% | +30.7% |
| 3Y | +86.9% | +475.9% | -388.9% | +123.3% |
| All | +86.9% | +452.7% | -365.7% | +123.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling