+4,437.1%
SNDK vs CBOE
+34.3%
+4,402.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.2% | -1.3% | -4.2% |
| 7D | -6.1% | -5.8% | -0.3% | -7.9% |
| 30D | +21.5% | -3.1% | +24.7% | +20.3% |
| 3M | -13.2% | -4.8% | -8.4% | -13.6% |
| 6M | +149.2% | -0.6% | +149.8% | +156.5% |
| YTD | +588.1% | +12.8% | +575.3% | +631.9% |
| 1Y | +1,837.5% | +19.8% | +1,817.8% | +1,981.8% |
| All | +4,437.1% | +34.3% | +4,402.8% | +4,435.6% |
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