-14.4%
SMR vs CBOE
+153.2%
-167.6%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -2.2% | -13.4% | -16.6% |
| 7D | -11.2% | -5.8% | -5.4% | -13.5% |
| 30D | -10.2% | -3.1% | -7.1% | -11.2% |
| 3M | -10.0% | -4.8% | -5.3% | -10.3% |
| 6M | -30.5% | -0.6% | -29.9% | -28.8% |
| YTD | -39.2% | +12.8% | -52.0% | -35.2% |
| 1Y | -75.5% | +19.8% | -95.3% | -73.3% |
| 3Y | +45.4% | +86.9% | -41.5% | +66.4% |
| All | -14.4% | +153.2% | -167.6% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling