+260.6%
SNDU vs CBOE
+5.4%
+255.2%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.6% | 0.0% | +23.7% | +23.6% |
| 7D | +35.2% | -3.6% | +38.8% | +33.0% |
| 30D | +50.8% | +5.1% | +45.7% | +54.6% |
| 3M | -43.2% | +4.6% | -47.8% | -41.3% |
| All | +260.6% | +5.4% | +255.2% | +303.5% |
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 · Available span rolling