-79.4%
SNAP vs SYY
+90.8%
-170.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +1.1% |
| 7D | -7.3% | -4.1% | -3.2% | -6.1% |
| 30D | -18.9% | +0.3% | -19.2% | -19.3% |
| 3M | -5.3% | -6.3% | +1.1% | -3.3% |
| 6M | -16.9% | +9.7% | -26.6% | -20.7% |
| YTD | -37.4% | +9.4% | -46.9% | -41.2% |
| 1Y | -38.5% | +7.3% | -45.8% | -41.8% |
| 3Y | -55.1% | +27.6% | -82.7% | -61.3% |
| 5Y | -90.8% | +12.5% | -103.3% | -91.5% |
| All | -79.4% | +90.8% | -170.2% | -82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling