+149.3%
CBOE vs SM
+119.2%
+30.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.5% |
| 7D | -0.8% | -0.2% | -0.5% | -0.8% |
| 30D | +2.7% | +20.3% | -17.6% | +2.1% |
| 3M | +0.7% | +22.9% | -22.2% | -0.1% |
| 6M | -2.0% | +47.8% | -49.8% | -3.2% |
| YTD | +17.1% | +107.5% | -90.3% | +14.9% |
| 1Y | +26.5% | +51.7% | -25.2% | +24.8% |
| 3Y | +96.1% | -0.9% | +97.0% | +95.1% |
| 5Y | +149.3% | +112.2% | +37.1% | +139.1% |
| All | +149.3% | +119.2% | +30.1% | +139.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling