-2.7%
SMCI vs CBOE
+29.2%
-31.9%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.6% | +4.5% |
| 7D | +6.8% | -3.6% | +10.4% | +5.9% |
| 30D | +30.6% | +5.1% | +25.5% | +32.1% |
| 3M | -15.6% | +4.6% | -20.2% | -16.3% |
| 6M | +21.3% | -0.3% | +21.5% | +19.1% |
| YTD | +35.3% | +19.8% | +15.5% | +46.9% |
| 1Y | -2.7% | +28.4% | -31.1% | +16.3% |
| All | -2.7% | +29.2% | -31.9% | +16.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling