+9.5%
SNOW vs CBOE
+39.5%
-30.0%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -14.5% | +7.7% | -22.2% | -13.8% |
| 30D | -14.3% | +24.4% | -38.7% | -12.9% |
| 3M | -8.3% | +20.0% | -28.3% | -6.9% |
| 6M | +101.5% | +2.4% | +99.2% | +96.6% |
| YTD | +32.5% | +38.5% | -6.1% | +26.9% |
| 1Y | +9.5% | +39.0% | -29.5% | +3.9% |
| All | +9.5% | +39.5% | -30.0% | +3.9% |
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