+1,937.6%
SNPS vs CBOE
+1,341.0%
+596.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -2.0% |
| 7D | +1.1% | +6.3% | -5.2% | -0.3% |
| 30D | -5.2% | +24.9% | -30.1% | -10.0% |
| 3M | +10.6% | +28.5% | -17.9% | +4.0% |
| 6M | -10.6% | +2.9% | -13.5% | -12.1% |
| YTD | -3.1% | +50.7% | -53.8% | -13.6% |
| 1Y | +15.6% | +45.5% | -29.9% | +3.8% |
| 3Y | -12.9% | +116.3% | -129.3% | -31.8% |
| 5Y | +31.2% | +204.3% | -173.2% | -8.6% |
| 10Y | +663.4% | +526.3% | +137.1% | +322.5% |
| All | +1,937.6% | +1,341.0% | +596.6% | +744.2% |
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