-79.6%
SNAP vs SYY
+89.0%
-168.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.6% |
| 7D | -10.6% | +4.7% | -15.3% | -11.9% |
| 30D | -19.7% | -0.7% | -19.1% | -19.8% |
| 3M | -6.5% | -6.8% | +0.2% | -4.5% |
| 6M | -17.8% | +8.6% | -26.4% | -21.2% |
| YTD | -38.0% | +8.4% | -46.4% | -41.5% |
| 1Y | -42.5% | +7.1% | -49.6% | -45.5% |
| 3Y | -55.8% | +25.2% | -81.0% | -61.6% |
| 5Y | -90.5% | +13.0% | -103.5% | -91.3% |
| All | -79.6% | +89.0% | -168.5% | -83.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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