-78.5%
SNAP vs BBY
+252.4%
-330.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.5% |
| 7D | +6.0% | +4.5% | +1.6% | +4.0% |
| 30D | -13.8% | +16.8% | -30.6% | -19.6% |
| 3M | -0.8% | +23.2% | -24.0% | -10.2% |
| 6M | -6.2% | +91.9% | -98.2% | -31.3% |
| YTD | -34.8% | +61.6% | -96.5% | -48.9% |
| 1Y | -38.7% | +43.9% | -82.6% | -49.4% |
| 3Y | -53.5% | +88.6% | -142.1% | -67.6% |
| 5Y | -90.2% | -3.1% | -87.1% | -91.2% |
| All | -78.5% | +252.4% | -330.9% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 10y: compounded portfolio wealth divided by compounded BBY 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…
10y analysis · Full analysis span regression · 6 months rolling