+272.5%
SNDK vs CBOE
+41.5%
+231.0%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | +2.3% | -24.5% | -21.1% |
| 7D | -39.4% | +12.4% | -51.7% | -35.4% |
| 30D | -51.4% | +26.9% | -78.3% | -45.9% |
| 3M | -40.3% | +24.3% | -64.6% | -34.0% |
| 6M | -42.7% | +3.1% | -45.8% | -40.1% |
| YTD | +239.7% | +41.7% | +198.0% | +363.4% |
| 1Y | +272.5% | +41.5% | +231.0% | +400.4% |
| All | +272.5% | +41.5% | +231.0% | +400.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling