+17.9%
SNPS vs CBOE
+146.7%
-128.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | -5.5% | -0.8% | -4.7% | -5.4% |
| 30D | -4.5% | +2.7% | -7.2% | -4.6% |
| 3M | -15.5% | +0.7% | -16.2% | -15.6% |
| 6M | -10.1% | -2.0% | -8.1% | -10.3% |
| YTD | -16.3% | +17.1% | -33.4% | -18.0% |
| 1Y | -34.9% | +26.5% | -61.4% | -37.0% |
| 3Y | -14.4% | +96.1% | -110.5% | -31.6% |
| 5Y | +17.9% | +149.3% | -131.4% | -20.6% |
| All | +17.9% | +146.7% | -128.8% | -20.6% |
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