+139.8%
CBOE vs SITM
+187.3%
-47.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.5% | -7.8% | -2.2% |
| 7D | -5.8% | +3.9% | -9.7% | -5.8% |
| 30D | -3.1% | -6.6% | +3.4% | -3.2% |
| 3M | -4.8% | -11.9% | +7.1% | -4.6% |
| 6M | -0.6% | +81.1% | -81.7% | +0.3% |
| YTD | +12.8% | +80.0% | -67.2% | +13.8% |
| 1Y | +19.8% | +145.8% | -126.1% | +21.0% |
| 3Y | +86.9% | +475.9% | -388.9% | +83.2% |
| All | +139.8% | +187.3% | -47.5% | +139.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling