+66.7%
SNXX vs CBOE
+28.9%
+37.8%
-88.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.3% | -16.0% | -15.5% |
| 7D | -47.8% | +7.7% | -55.5% | -42.5% |
| 30D | -66.0% | +24.4% | -90.4% | -58.0% |
| 3M | -57.5% | +20.0% | -77.5% | -49.4% |
| 6M | -66.7% | +2.4% | -69.1% | -63.0% |
| All | +66.7% | +28.9% | +37.8% | +234.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling