+1,056.2%
CBOE vs SM
-11.1%
+1,067.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.5% | +2.5% | +0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | +5.1% | +26.3% | -21.2% | +3.9% |
| 3M | +4.6% | +8.7% | -4.1% | +4.1% |
| 6M | -0.3% | +51.7% | -51.9% | -2.3% |
| YTD | +19.8% | +99.0% | -79.3% | +15.8% |
| 1Y | +28.4% | +34.6% | -6.2% | +26.0% |
| 3Y | +104.1% | -7.8% | +111.9% | +101.6% |
| 5Y | +150.9% | +104.8% | +46.1% | +135.1% |
| 10Y | +393.5% | +7.2% | +386.3% | +319.3% |
| All | +1,056.2% | -11.1% | +1,067.3% | +835.5% |
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