+303.6%
SIMO vs CBOE
+151.5%
+152.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -1.7% | +7.9% | +5.9% |
| 7D | +14.6% | -4.6% | +19.3% | +13.8% |
| 30D | +6.2% | +2.6% | +3.6% | +6.6% |
| 3M | +3.6% | +4.9% | -1.4% | +5.1% |
| 6M | +130.8% | -2.2% | +132.9% | +134.2% |
| YTD | +195.8% | +17.7% | +178.0% | +205.5% |
| 1Y | +225.0% | +26.1% | +198.9% | +237.8% |
| 3Y | +452.3% | +97.1% | +355.2% | +465.0% |
| 5Y | +303.6% | +149.2% | +154.4% | +312.1% |
| All | +303.6% | +151.5% | +152.1% | +312.1% |
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