-77.7%
SNAP vs CBOE
+324.6%
-402.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | +0.7% | -3.6% | +4.4% | +1.3% |
| 30D | +2.6% | +5.1% | -2.4% | +1.4% |
| 3M | -9.9% | +4.6% | -14.5% | -11.2% |
| 6M | +1.9% | -0.3% | +2.1% | +0.8% |
| YTD | -32.2% | +19.8% | -52.0% | -35.7% |
| 1Y | -22.8% | +28.4% | -51.2% | -28.1% |
| 3Y | -47.6% | +104.1% | -151.7% | -60.0% |
| 5Y | -92.7% | +150.9% | -243.6% | -94.9% |
| All | -77.7% | +324.6% | -402.3% | -88.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling