+2,684.0%
SNDK vs CBOE
+29.2%
+2,654.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | 0.0% | +11.9% | +11.9% |
| 7D | +17.2% | -3.6% | +20.8% | +15.6% |
| 30D | +28.8% | +5.1% | +23.8% | +31.6% |
| 3M | -1.1% | +4.6% | -5.7% | +1.5% |
| 6M | +190.5% | -0.3% | +190.7% | +204.9% |
| YTD | +633.0% | +19.8% | +613.3% | +805.7% |
| 1Y | +2,684.0% | +28.4% | +2,655.6% | +3,596.5% |
| All | +2,684.0% | +29.2% | +2,654.8% | +3,596.5% |
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