+452.3%
SIMO vs CBOE
+95.4%
+356.9%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +5.7% |
| 7D | +14.6% | -4.6% | +19.3% | +13.2% |
| 30D | +6.2% | +2.6% | +3.6% | +6.9% |
| 3M | +3.6% | +4.9% | -1.4% | +6.4% |
| 6M | +130.8% | -2.2% | +132.9% | +136.5% |
| YTD | +195.8% | +17.7% | +178.0% | +219.0% |
| 1Y | +225.0% | +26.1% | +198.9% | +257.6% |
| 3Y | +452.3% | +97.1% | +355.2% | +509.3% |
| All | +452.3% | +95.4% | +356.9% | +509.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling