+530.1%
SMTC vs CBOE
+368.5%
+161.6%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +5.5% |
| 7D | +13.1% | -5.8% | +18.9% | +14.2% |
| 30D | +19.5% | -3.1% | +22.6% | +20.0% |
| 3M | +2.2% | -4.8% | +7.0% | +2.7% |
| 6M | +94.9% | -0.6% | +95.4% | +93.0% |
| YTD | +127.0% | +12.8% | +114.2% | +118.2% |
| 1Y | +174.6% | +19.8% | +154.8% | +160.0% |
| 3Y | +615.9% | +86.9% | +529.0% | +461.2% |
| 5Y | +125.6% | +136.5% | -10.9% | +57.6% |
| All | +530.1% | +368.5% | +161.6% | +217.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling