-53.5%
SNAP vs CBOE
+119.7%
-173.1%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +1.3% |
| 7D | +6.0% | +6.3% | -0.2% | +8.1% |
| 30D | -13.8% | +24.9% | -38.7% | -7.4% |
| 3M | -0.8% | +28.5% | -29.2% | +7.6% |
| 6M | -6.2% | +2.9% | -9.1% | -9.9% |
| YTD | -34.8% | +50.7% | -85.5% | -19.8% |
| 1Y | -38.7% | +45.5% | -84.2% | -26.4% |
| 3Y | -53.5% | +116.3% | -169.8% | -12.0% |
| All | -53.5% | +119.7% | -173.1% | -12.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling