+1,662.9%
SNPS vs CBOE
+1,045.3%
+617.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -3.6% | -7.4% | -10.4% |
| 30D | -1.7% | +5.1% | -6.8% | -2.9% |
| 3M | -20.4% | +4.6% | -25.0% | -21.6% |
| 6M | -8.6% | -0.3% | -8.4% | -9.7% |
| YTD | -16.2% | +19.8% | -35.9% | -21.0% |
| 1Y | -34.6% | +28.4% | -62.9% | -39.7% |
| 3Y | -14.5% | +104.1% | -118.6% | -33.1% |
| 5Y | +17.0% | +150.9% | -133.9% | -14.9% |
| 10Y | +560.0% | +393.5% | +166.5% | +286.3% |
| All | +1,662.9% | +1,045.3% | +617.6% | +671.6% |
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 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