-90.5%
SNAP vs CBOE
+194.5%
-285.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.4% | -4.4% | -1.2% |
| 7D | -10.6% | +6.0% | -16.5% | -11.0% |
| 30D | -19.7% | +19.9% | -39.7% | -21.0% |
| 3M | -6.5% | +28.4% | -34.9% | -8.8% |
| 6M | -17.8% | +5.2% | -22.9% | -18.5% |
| YTD | -38.0% | +46.4% | -84.5% | -40.9% |
| 1Y | -42.5% | +41.8% | -84.3% | -44.9% |
| 3Y | -55.8% | +114.4% | -170.3% | -65.6% |
| 5Y | -90.5% | +202.9% | -293.4% | -95.4% |
| All | -90.5% | +194.5% | -285.1% | -95.4% |
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