+98.3%
STM vs CBOE
+44.9%
+53.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.2% | +1.3% |
| 7D | +12.0% | +6.3% | +5.7% | +15.0% |
| 30D | -0.4% | +24.9% | -25.3% | +9.9% |
| 3M | -13.2% | +28.5% | -41.6% | -2.8% |
| 6M | -26.1% | +2.9% | -28.9% | -18.7% |
| YTD | +81.2% | +50.7% | +30.5% | +144.9% |
| 1Y | +98.3% | +45.5% | +52.8% | +162.0% |
| All | +98.3% | +44.9% | +53.4% | +162.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling