-38.7%
SNAP vs BBY
+41.6%
-80.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.6% |
| 7D | +6.0% | +4.5% | +1.6% | +5.1% |
| 30D | -13.8% | +16.8% | -30.6% | -16.2% |
| 3M | -0.8% | +23.2% | -24.0% | -4.3% |
| 6M | -6.2% | +91.9% | -98.2% | -14.3% |
| YTD | -34.8% | +61.6% | -96.5% | -38.2% |
| 1Y | -38.7% | +43.9% | -82.6% | -42.0% |
| All | -38.7% | +41.6% | -80.3% | -42.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling