+821.4%
SPYM vs CBOE
+1,025.9%
-204.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.2% |
| 7D | +0.6% | -4.6% | +5.2% | +1.6% |
| 30D | -0.9% | +2.6% | -3.6% | -1.6% |
| 3M | +3.9% | +4.9% | -1.0% | +2.1% |
| 6M | +14.5% | -2.2% | +16.7% | +13.6% |
| YTD | +13.0% | +17.7% | -4.7% | +7.2% |
| 1Y | +19.4% | +26.1% | -6.6% | +11.2% |
| 3Y | +78.9% | +97.1% | -18.2% | +45.5% |
| 5Y | +82.3% | +149.2% | -66.9% | +37.8% |
| 10Y | +314.7% | +385.1% | -70.3% | +160.7% |
| All | +821.4% | +1,025.9% | -204.5% | +343.2% |
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