+575.8%
SPMO vs CBOE
+411.3%
+164.5%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 7D | +2.7% | -0.8% | +3.5% | +2.8% |
| 30D | +1.1% | +2.7% | -1.6% | +0.5% |
| 3M | +2.0% | +0.7% | +1.3% | +1.3% |
| 6M | +26.5% | -2.0% | +28.5% | +25.5% |
| YTD | +26.5% | +17.1% | +9.4% | +20.3% |
| 1Y | +27.9% | +26.5% | +1.4% | +19.3% |
| 3Y | +160.4% | +96.1% | +64.2% | +110.7% |
| 5Y | +151.5% | +149.3% | +2.2% | +87.2% |
| 10Y | +526.3% | +386.5% | +139.9% | +319.5% |
| All | +575.8% | +411.3% | +164.5% | +351.1% |
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