+6,527.2%
SIMO vs CBOE
+1,045.3%
+5,481.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +4.2% | -3.6% | +7.9% | +4.9% |
| 30D | +4.1% | +5.1% | -1.0% | +3.2% |
| 3M | -12.9% | +4.6% | -17.5% | -14.4% |
| 6M | +110.3% | -0.3% | +110.6% | +107.7% |
| YTD | +178.6% | +19.8% | +158.8% | +163.2% |
| 1Y | +220.0% | +28.4% | +191.6% | +196.5% |
| 3Y | +409.0% | +104.1% | +304.9% | +305.9% |
| 5Y | +277.3% | +150.9% | +126.4% | +178.6% |
| 10Y | +506.6% | +393.5% | +113.1% | +234.4% |
| All | +6,527.2% | +1,045.3% | +5,481.8% | +1,996.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling