+3.5%
SNOW vs CBOE
+145.0%
-141.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.3% |
| 7D | -7.5% | -3.7% | -3.8% | -7.0% |
| 30D | -1.3% | +2.0% | -3.3% | -1.6% |
| 3M | +37.4% | -4.2% | +41.7% | +38.0% |
| 6M | +88.1% | +1.2% | +86.9% | +83.4% |
| YTD | +50.3% | +15.4% | +34.9% | +40.7% |
| 1Y | +46.0% | +23.5% | +22.5% | +33.6% |
| 3Y | +98.7% | +93.2% | +5.5% | +34.3% |
| 5Y | +3.5% | +142.0% | -138.4% | -44.1% |
| All | +3.5% | +145.0% | -141.5% | -44.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling