+4,296.9%
SIMO vs CBOE
+1,341.0%
+2,955.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.8% | -7.4% | -5.9% |
| 7D | +4.1% | +6.3% | -2.2% | +3.2% |
| 30D | -24.0% | +24.9% | -48.9% | -27.0% |
| 3M | -31.8% | +28.5% | -60.2% | -35.0% |
| 6M | -36.9% | +2.9% | -39.8% | -37.5% |
| YTD | +84.8% | +50.7% | +34.2% | +67.0% |
| 1Y | +99.0% | +45.5% | +53.5% | +81.1% |
| 3Y | +217.9% | +116.3% | +101.6% | +155.3% |
| 5Y | +171.5% | +204.3% | -32.9% | +94.4% |
| 10Y | +393.3% | +526.3% | -133.0% | +159.6% |
| All | +4,296.9% | +1,341.0% | +2,955.8% | +1,230.4% |
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 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