-77.7%
SNAP vs BBY
+202.5%
-280.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.2% | -7.2% | -5.4% |
| 7D | +0.7% | +9.5% | -8.8% | -3.4% |
| 30D | +2.6% | +6.8% | -4.2% | -0.8% |
| 3M | -9.9% | +28.9% | -38.7% | -19.9% |
| 6M | +1.9% | +37.8% | -35.9% | -13.6% |
| YTD | -32.2% | +38.7% | -71.0% | -43.0% |
| 1Y | -22.8% | +23.7% | -46.5% | -32.1% |
| 3Y | -47.6% | +39.1% | -86.7% | -58.0% |
| 5Y | -92.7% | -0.4% | -92.3% | -93.5% |
| All | -77.7% | +202.5% | -280.1% | -87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling