-78.7%
SNAP vs CBOE
+425.0%
-503.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.2% | -2.2% |
| 7D | +2.6% | +4.5% | -1.9% | +1.8% |
| 30D | -19.6% | +26.2% | -45.8% | -23.1% |
| 3M | +0.4% | +27.1% | -26.7% | -4.5% |
| 6M | -5.9% | +4.2% | -10.1% | -7.4% |
| YTD | -35.3% | +48.0% | -83.4% | -41.2% |
| 1Y | -42.6% | +42.4% | -85.0% | -47.4% |
| 3Y | -53.9% | +116.8% | -170.7% | -64.0% |
| 5Y | -90.3% | +199.0% | -289.3% | -93.5% |
| All | -78.7% | +425.0% | -503.7% | -89.7% |
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