+4,538.3%
SMH vs CBOE
+1,003.5%
+3,534.8%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | +1.4% | -3.7% | +5.1% | +2.2% |
| 30D | -2.2% | +2.0% | -4.2% | -2.7% |
| 3M | -1.9% | -4.2% | +2.4% | -1.6% |
| 6M | +41.0% | +1.2% | +39.8% | +38.5% |
| YTD | +55.6% | +15.4% | +40.2% | +47.6% |
| 1Y | +86.8% | +23.5% | +63.3% | +73.9% |
| 3Y | +277.7% | +93.2% | +184.5% | +199.2% |
| 5Y | +324.2% | +142.0% | +182.2% | +209.4% |
| 10Y | +1,828.6% | +379.2% | +1,449.4% | +1,016.7% |
| All | +4,538.3% | +1,003.5% | +3,534.8% | +1,792.7% |
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