+1,968.6%
SNPS vs CBOE
+1,317.1%
+651.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | -0.2% | +6.9% | -7.1% | -1.6% |
| 30D | -8.0% | +24.1% | -32.2% | -12.6% |
| 3M | +12.5% | +30.9% | -18.5% | +5.4% |
| 6M | -10.5% | +5.9% | -16.3% | -12.6% |
| YTD | -1.6% | +48.2% | -49.8% | -12.0% |
| 1Y | +16.8% | +43.5% | -26.6% | +5.3% |
| 3Y | -10.9% | +117.0% | -127.9% | -30.4% |
| 5Y | +35.8% | +203.4% | -167.6% | -5.4% |
| 10Y | +675.0% | +515.9% | +159.1% | +330.5% |
| All | +1,968.6% | +1,317.1% | +651.5% | +760.1% |
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