+52.0%
SNOW vs CBOE
+29.2%
+22.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | +2.8% | -3.6% | +6.4% | +2.2% |
| 30D | +6.4% | +5.1% | +1.3% | +7.3% |
| 3M | +38.1% | +4.6% | +33.5% | +38.8% |
| 6M | +100.4% | -0.3% | +100.7% | +92.6% |
| YTD | +53.7% | +19.8% | +34.0% | +54.3% |
| 1Y | +52.0% | +28.4% | +23.6% | +60.2% |
| All | +52.0% | +29.2% | +22.8% | +60.2% |
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 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