-95.2%
SNDQ vs CBOE
-5.7%
-89.5%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -2.2% | +9.1% | +7.8% |
| 7D | +11.6% | -5.8% | +17.4% | +14.6% |
| 30D | -45.1% | -3.1% | -41.9% | -44.4% |
| 3M | -68.6% | -4.8% | -63.9% | -68.7% |
| All | -95.2% | -5.7% | -89.5% | -94.6% |
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 · Available span rolling