+146.9%
SMTC vs CBOE
+29.2%
+117.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | 0.0% | +9.3% | +9.2% |
| 7D | +12.7% | -3.6% | +16.4% | +12.3% |
| 30D | +22.0% | +5.1% | +16.9% | +22.8% |
| 3M | -12.7% | +4.6% | -17.3% | -11.6% |
| 6M | +64.8% | -0.3% | +65.0% | +69.3% |
| YTD | +100.7% | +19.8% | +80.9% | +120.0% |
| 1Y | +146.9% | +28.4% | +118.5% | +183.8% |
| All | +146.9% | +29.2% | +117.7% | +183.8% |
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