-85.6%
SMR vs CBOE
+39.5%
-125.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.3% | -4.7% | -4.3% |
| 7D | -9.5% | +7.7% | -17.3% | -5.7% |
| 30D | -33.2% | +24.4% | -57.6% | -25.1% |
| 3M | -45.9% | +20.0% | -66.0% | -40.2% |
| 6M | -57.9% | +2.4% | -60.2% | -54.3% |
| YTD | -63.8% | +38.5% | -102.3% | -62.7% |
| 1Y | -85.6% | +39.0% | -124.6% | -85.0% |
| All | -85.6% | +39.5% | -125.1% | -85.0% |
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