+35.8%
SNPS vs CBOE
+204.4%
-168.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.4% |
| 7D | -0.2% | +6.9% | -7.1% | -0.4% |
| 30D | -8.0% | +24.1% | -32.2% | -8.9% |
| 3M | +12.5% | +30.9% | -18.5% | +10.9% |
| 6M | -10.5% | +5.9% | -16.3% | -10.4% |
| YTD | -1.6% | +48.2% | -49.8% | -4.6% |
| 1Y | +16.8% | +43.5% | -26.6% | +13.6% |
| 3Y | -10.9% | +117.0% | -127.9% | -24.2% |
| 5Y | +35.8% | +203.4% | -167.6% | -7.4% |
| All | +35.8% | +204.4% | -168.6% | -7.4% |
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