+596.0%
SIMO vs CBOE
+368.5%
+227.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -2.2% | +9.5% | +7.4% |
| 7D | +11.0% | -5.8% | +16.8% | +11.5% |
| 30D | +17.9% | -3.1% | +21.0% | +18.1% |
| 3M | +3.9% | -4.8% | +8.7% | +4.1% |
| 6M | +131.0% | -0.6% | +131.6% | +129.7% |
| YTD | +209.3% | +12.8% | +196.5% | +201.8% |
| 1Y | +223.8% | +19.8% | +204.0% | +212.6% |
| 3Y | +479.2% | +86.9% | +392.3% | +404.9% |
| 5Y | +316.0% | +136.5% | +179.5% | +240.4% |
| All | +596.0% | +368.5% | +227.5% | +442.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling