+2,791.1%
SMCI vs CBOE
+978.8%
+1,812.4%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -2.2% | +9.5% | +7.9% |
| 7D | +1.3% | -5.8% | +7.1% | +2.8% |
| 30D | +6.6% | -3.1% | +9.8% | +7.3% |
| 3M | +25.4% | -4.8% | +30.2% | +26.2% |
| 6M | +26.1% | -0.6% | +26.7% | +23.1% |
| YTD | +37.0% | +12.8% | +24.2% | +28.2% |
| 1Y | -8.8% | +19.8% | -28.5% | -16.6% |
| 3Y | +44.6% | +86.9% | -42.3% | +5.8% |
| 5Y | +995.9% | +136.5% | +859.4% | +613.2% |
| 10Y | +1,801.4% | +368.4% | +1,432.9% | +760.8% |
| All | +2,791.1% | +978.8% | +1,812.4% | +678.7% |
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