-42.2%
SNAP vs BBY
+42.7%
-84.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.3% |
| 7D | +1.5% | +8.1% | -6.6% | -1.6% |
| 30D | +1.9% | +8.9% | -7.1% | -1.9% |
| 3M | -3.9% | +22.0% | -25.9% | -11.5% |
| 6M | +5.2% | +37.8% | -32.6% | -9.0% |
| YTD | -32.7% | +37.3% | -70.0% | -42.0% |
| 1Y | -24.8% | +21.6% | -46.3% | -31.9% |
| 3Y | -42.2% | +41.5% | -83.7% | -53.4% |
| All | -42.2% | +42.7% | -84.9% | -53.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling