+159.0%
CBOE vs SITM
+4,437.5%
-4,278.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | -0.8% | +3.7% | -4.5% | -0.9% |
| 30D | +2.7% | -14.5% | +17.2% | +3.1% |
| 3M | +0.7% | -10.6% | +11.3% | +0.8% |
| 6M | -2.0% | +65.5% | -67.5% | -4.0% |
| YTD | +17.1% | +67.0% | -49.9% | +14.5% |
| 1Y | +26.5% | +138.6% | -112.1% | +21.6% |
| 3Y | +96.1% | +421.8% | -325.7% | +74.7% |
| 5Y | +149.3% | +172.4% | -23.1% | +122.3% |
| All | +159.0% | +4,437.5% | -4,278.4% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling