+4,665.3%
SIMO vs CBOE
+1,317.1%
+3,348.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.5% |
| 7D | +0.9% | +6.9% | -6.0% | -0.1% |
| 30D | -25.4% | +24.1% | -49.5% | -28.3% |
| 3M | -17.8% | +30.9% | -48.7% | -22.0% |
| 6M | -29.6% | +5.9% | -35.4% | -30.8% |
| YTD | +100.3% | +48.2% | +52.1% | +81.5% |
| 1Y | +100.4% | +43.5% | +56.9% | +82.8% |
| 3Y | +246.1% | +117.0% | +129.1% | +177.0% |
| 5Y | +189.8% | +203.4% | -13.6% | +107.1% |
| 10Y | +434.6% | +515.9% | -81.3% | +182.1% |
| All | +4,665.3% | +1,317.1% | +3,348.2% | +1,345.7% |
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