+615.9%
SMTC vs CBOE
+89.1%
+526.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -2.2% | +7.3% | +4.2% |
| 7D | +13.1% | -5.8% | +18.9% | +10.6% |
| 30D | +19.5% | -3.1% | +22.6% | +18.1% |
| 3M | +2.2% | -4.8% | +7.0% | +0.6% |
| 6M | +94.9% | -0.6% | +95.4% | +101.0% |
| YTD | +127.0% | +12.8% | +114.2% | +155.7% |
| 1Y | +174.6% | +19.8% | +154.8% | +223.3% |
| 3Y | +615.9% | +86.9% | +529.0% | +905.8% |
| All | +615.9% | +89.1% | +526.8% | +905.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling