+23.5%
CBOE vs SM
+51.5%
-28.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.5% |
| 7D | -3.7% | +2.1% | -5.8% | -3.8% |
| 30D | +2.0% | +18.1% | -16.2% | +0.7% |
| 3M | -4.2% | +17.0% | -21.2% | -6.2% |
| 6M | +1.2% | +55.4% | -54.2% | -1.4% |
| YTD | +15.4% | +108.6% | -93.2% | +12.4% |
| 1Y | +23.5% | +45.7% | -22.2% | +20.1% |
| All | +23.5% | +51.5% | -28.0% | +20.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling