-87.1%
SNDQ vs CBOE
+18.5%
-105.6%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +44.4% | +2.3% | +42.1% | +42.5% |
| 7D | +116.9% | +12.4% | +104.5% | +103.2% |
| 30D | +205.2% | +26.9% | +178.3% | +174.7% |
| 3M | +45.4% | +24.3% | +21.1% | +31.3% |
| 6M | -66.2% | +3.1% | -69.4% | -71.3% |
| All | -87.1% | +18.5% | -105.6% | -86.9% |
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