+214.7%
SNDU vs CBOE
-0.7%
+215.5%
-85.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -2.2% | -5.4% | -8.7% |
| 7D | -12.7% | -5.8% | -6.9% | -15.4% |
| 30D | +35.8% | -3.1% | +38.9% | +33.2% |
| 3M | -54.8% | -4.8% | -50.1% | -54.2% |
| All | +214.7% | -0.7% | +215.5% | +241.2% |
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