+220.0%
SIMO vs CBOE
+29.2%
+190.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -3.6% | +7.9% | +3.2% |
| 30D | +4.1% | +5.1% | -1.0% | +5.6% |
| 3M | -12.9% | +4.6% | -17.5% | -9.7% |
| 6M | +110.3% | -0.3% | +110.6% | +121.2% |
| YTD | +178.6% | +19.8% | +158.8% | +215.0% |
| 1Y | +220.0% | +28.4% | +191.6% | +276.7% |
| All | +220.0% | +29.2% | +190.8% | +276.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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