-98.4%
SNDL vs SPY
+184.4%
-282.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.0% |
| 7D | -6.6% | -0.8% | -5.9% | -5.7% |
| 30D | +6.3% | -1.1% | +7.4% | +7.7% |
| 3M | -8.2% | +3.9% | -12.1% | -12.8% |
| 6M | -13.0% | +13.6% | -26.6% | -25.9% |
| YTD | -19.3% | +12.7% | -32.0% | -30.5% |
| 1Y | -43.9% | +17.5% | -61.4% | -54.0% |
| 3Y | -38.5% | +76.9% | -115.4% | -70.5% |
| 5Y | -81.4% | +83.6% | -165.0% | -91.1% |
| All | -98.4% | +184.4% | -282.9% | -99.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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