-78.3%
SNAP vs BBY
+195.0%
-273.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.8% | -1.6% |
| 7D | -5.0% | +1.2% | -6.2% | -5.6% |
| 30D | -0.7% | +6.8% | -7.5% | -4.0% |
| 3M | -5.0% | +18.7% | -23.8% | -12.4% |
| 6M | +3.5% | +37.3% | -33.8% | -12.0% |
| YTD | -34.2% | +35.3% | -69.5% | -44.0% |
| 1Y | -27.1% | +20.7% | -47.7% | -35.1% |
| 3Y | -43.5% | +39.4% | -82.9% | -54.7% |
| 5Y | -92.9% | -1.5% | -91.4% | -93.6% |
| All | -78.3% | +195.0% | -273.3% | -87.3% |
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