-8.8%
SMCI vs CBOE
+20.5%
-29.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +6.7% |
| 7D | +1.3% | -5.8% | +7.1% | -0.1% |
| 30D | +6.6% | -3.1% | +9.8% | +5.9% |
| 3M | +25.4% | -4.8% | +30.2% | +19.4% |
| 6M | +26.1% | -0.6% | +26.7% | +25.1% |
| YTD | +37.0% | +12.8% | +24.2% | +46.0% |
| 1Y | -8.8% | +19.8% | -28.5% | +4.8% |
| All | -8.8% | +20.5% | -29.2% | +4.8% |
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