+518.7%
CBOE vs SM
+18.0%
+500.7%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.8% |
| 7D | +6.3% | +9.4% | -3.1% | +5.9% |
| 30D | +24.9% | -14.4% | +39.3% | +25.6% |
| 3M | +28.5% | +1.6% | +26.9% | +28.1% |
| 6M | +2.9% | +6.3% | -3.5% | +2.3% |
| YTD | +50.7% | +78.8% | -28.1% | +46.5% |
| 1Y | +45.5% | +83.1% | -37.7% | +41.3% |
| 3Y | +116.3% | -5.9% | +122.2% | +113.4% |
| 5Y | +204.3% | +4.8% | +199.5% | +194.6% |
| All | +518.7% | +18.0% | +500.7% | +404.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 10y: compounded portfolio wealth divided by compounded SM 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…
10y analysis · Full analysis span regression · 6 months rolling