+11.1%
SMR vs CBOE
+164.3%
-153.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -1.7% | +17.0% | +14.6% |
| 7D | +21.4% | -4.6% | +26.0% | +19.2% |
| 30D | +13.8% | +2.6% | +11.2% | +15.6% |
| 3M | +3.9% | +4.9% | -1.0% | +8.0% |
| 6M | -4.2% | -2.2% | -2.0% | -1.7% |
| YTD | -21.1% | +17.7% | -38.8% | -14.2% |
| 1Y | -67.1% | +26.1% | -93.1% | -63.2% |
| 3Y | +88.9% | +97.1% | -8.3% | +119.8% |
| All | +11.1% | +164.3% | -153.2% | +19.7% |
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