+88.1%
SNOW vs CBOE
-2.6%
+90.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.6% |
| 7D | -7.5% | -3.7% | -3.8% | -7.8% |
| 30D | -1.3% | +2.0% | -3.3% | -0.8% |
| 3M | +37.4% | -4.2% | +41.7% | +36.4% |
| 6M | +88.1% | +1.2% | +86.9% | +70.8% |
| All | +88.1% | -2.6% | +90.7% | +70.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling