+29.6%
SNOW vs CBOE
+238.1%
-208.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | 0.0% |
| 7D | -2.4% | -5.8% | +3.4% | -1.8% |
| 30D | -1.0% | -3.1% | +2.2% | -0.6% |
| 3M | +36.9% | -4.8% | +41.6% | +37.2% |
| 6M | +83.4% | -0.6% | +83.9% | +80.6% |
| YTD | +50.0% | +12.8% | +37.2% | +44.2% |
| 1Y | +46.5% | +19.8% | +26.8% | +39.1% |
| 3Y | +93.3% | +86.9% | +6.4% | +56.0% |
| 5Y | +3.3% | +136.5% | -133.2% | -26.3% |
| All | +29.6% | +238.1% | -208.6% | +6.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling