+664.5%
STM vs CBOE
+385.3%
+279.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.7% | -0.8% | +2.4% | +1.8% |
| 30D | -5.2% | +2.7% | -7.8% | -5.7% |
| 3M | -29.6% | +0.7% | -30.3% | -30.1% |
| 6M | +54.4% | -2.0% | +56.3% | +52.9% |
| YTD | +99.5% | +17.1% | +82.4% | +88.2% |
| 1Y | +100.8% | +26.5% | +74.3% | +84.9% |
| 3Y | +20.2% | +96.1% | -76.0% | -8.9% |
| 5Y | +21.1% | +149.3% | -128.2% | -18.0% |
| 10Y | +664.5% | +386.5% | +278.0% | +349.3% |
| All | +664.5% | +385.3% | +279.2% | +349.3% |
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