+1,329.5%
CBOE vs SM
-20.0%
+1,349.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.2% | -5.2% | -0.3% |
| 7D | +4.5% | +10.6% | -6.1% | +4.0% |
| 30D | +26.2% | -15.0% | +41.2% | +27.0% |
| 3M | +27.1% | +1.7% | +25.5% | +26.8% |
| 6M | +4.2% | +5.9% | -1.7% | +3.6% |
| YTD | +48.0% | +79.0% | -31.0% | +43.6% |
| 1Y | +42.4% | +84.7% | -42.2% | +37.9% |
| 3Y | +116.8% | -3.5% | +120.3% | +113.4% |
| 5Y | +199.0% | +4.9% | +194.1% | +189.0% |
| 10Y | +515.4% | +17.7% | +497.7% | +420.0% |
| All | +1,329.5% | -20.0% | +1,349.5% | +1,060.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling