+175.0%
SIMO vs CBOE
+194.5%
-19.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.4% | -5.2% | -0.9% |
| 7D | -16.0% | +6.0% | -22.0% | -14.7% |
| 30D | -35.8% | +19.9% | -55.7% | -32.6% |
| 3M | -26.5% | +28.4% | -54.8% | -21.7% |
| 6M | -33.0% | +5.2% | -38.2% | -28.7% |
| YTD | +84.3% | +46.4% | +37.9% | +101.9% |
| 1Y | +82.0% | +41.8% | +40.2% | +98.8% |
| 3Y | +218.5% | +114.4% | +104.0% | +249.8% |
| 5Y | +175.0% | +202.9% | -27.9% | +197.4% |
| All | +175.0% | +194.5% | -19.5% | +197.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling