-81.9%
SNDL vs SPY
+82.3%
-164.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -1.1% |
| 7D | -6.6% | -0.8% | -5.9% | -5.6% |
| 30D | +6.3% | -1.1% | +7.4% | +7.8% |
| 3M | -8.2% | +3.9% | -12.1% | -13.3% |
| 6M | -13.0% | +13.6% | -26.6% | -27.2% |
| YTD | -19.3% | +12.7% | -32.0% | -31.7% |
| 1Y | -43.9% | +17.5% | -61.4% | -55.1% |
| 3Y | -38.5% | +76.9% | -115.4% | -74.4% |
| All | -81.9% | +82.3% | -164.2% | -92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling