-73.1%
SMR vs CBOE
+29.2%
-102.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.4% | -3.6% | +8.0% | +2.5% |
| 30D | +3.4% | +5.1% | -1.7% | +6.7% |
| 3M | -19.2% | +4.6% | -23.8% | -15.0% |
| 6M | -22.6% | -0.3% | -22.4% | -20.2% |
| YTD | -31.5% | +19.8% | -51.3% | -26.7% |
| 1Y | -73.1% | +28.4% | -101.4% | -66.8% |
| All | -73.1% | +29.2% | -102.2% | -66.8% |
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