+32.1%
SNOW vs CBOE
+252.9%
-220.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | +4.9% | -4.6% | +9.6% | +5.4% |
| 30D | +1.5% | +2.6% | -1.1% | +1.2% |
| 3M | +39.5% | +4.9% | +34.6% | +38.4% |
| 6M | +85.9% | -2.2% | +88.1% | +84.1% |
| YTD | +52.9% | +17.7% | +35.2% | +46.4% |
| 1Y | +48.1% | +26.1% | +22.0% | +39.8% |
| 3Y | +102.2% | +97.1% | +5.1% | +61.8% |
| 5Y | +5.5% | +149.2% | -143.7% | -25.0% |
| All | +32.1% | +252.9% | -220.8% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling