-41.7%
SNAP vs CBOE
+98.8%
-140.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -3.6% | +4.4% | -0.3% |
| 30D | +2.6% | +5.1% | -2.4% | +4.5% |
| 3M | -9.9% | +4.6% | -14.5% | -8.8% |
| 6M | +1.9% | -0.3% | +2.1% | +2.3% |
| YTD | -32.2% | +19.8% | -52.0% | -23.1% |
| 1Y | -22.8% | +28.4% | -51.2% | -8.1% |
| All | -41.7% | +98.8% | -140.5% | -9.9% |
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