+793.5%
SMTC vs CBOE
+1,025.9%
-232.4%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +10.3% |
| 7D | +22.9% | -4.6% | +27.6% | +24.2% |
| 30D | +16.6% | +2.6% | +14.0% | +15.9% |
| 3M | +2.4% | +4.9% | -2.5% | +0.6% |
| 6M | +98.3% | -2.2% | +100.4% | +96.7% |
| YTD | +120.7% | +17.7% | +103.0% | +108.4% |
| 1Y | +168.3% | +26.1% | +142.2% | +148.3% |
| 3Y | +571.7% | +97.1% | +474.6% | +416.0% |
| 5Y | +114.0% | +149.2% | -35.2% | +48.4% |
| 10Y | +497.0% | +385.1% | +111.9% | +216.9% |
| All | +793.5% | +1,025.9% | -232.4% | +225.1% |
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 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