+784.3%
STM vs CBOE
+1,045.3%
-261.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +5.8% | -3.6% | +9.4% | +6.8% |
| 30D | -1.0% | +5.1% | -6.1% | -2.5% |
| 3M | -33.3% | +4.6% | -37.9% | -34.9% |
| 6M | +57.4% | -0.3% | +57.6% | +53.8% |
| YTD | +102.2% | +19.8% | +82.4% | +85.1% |
| 1Y | +99.6% | +28.4% | +71.2% | +77.7% |
| 3Y | +14.5% | +104.1% | -89.6% | -19.0% |
| 5Y | +21.4% | +150.9% | -129.5% | -22.7% |
| 10Y | +695.0% | +393.5% | +301.5% | +254.8% |
| All | +784.3% | +1,045.3% | -261.0% | +104.5% |
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