-92.9%
SNAP vs CBOE
+146.7%
-239.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -2.2% |
| 7D | -5.0% | -0.8% | -4.2% | -4.9% |
| 30D | -0.7% | +2.7% | -3.4% | -1.2% |
| 3M | -5.0% | +0.7% | -5.7% | -5.5% |
| 6M | +3.5% | -2.0% | +5.5% | +3.0% |
| YTD | -34.2% | +17.1% | -51.3% | -36.0% |
| 1Y | -27.1% | +26.5% | -53.6% | -29.9% |
| 3Y | -43.5% | +96.1% | -139.6% | -60.1% |
| 5Y | -92.9% | +149.3% | -242.2% | -96.4% |
| All | -92.9% | +146.7% | -239.6% | -96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling