-98.3%
SNDL vs SPY
+183.7%
-282.1%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -2.2% |
| 7D | -1.4% | -0.4% | -1.0% | -1.0% |
| 30D | +14.8% | -1.4% | +16.1% | +16.6% |
| 3M | -4.1% | +3.7% | -7.8% | -8.8% |
| 6M | -9.1% | +13.0% | -22.1% | -22.1% |
| YTD | -15.7% | +12.4% | -28.1% | -27.2% |
| 1Y | -42.1% | +18.5% | -60.7% | -53.1% |
| 3Y | -28.2% | +77.6% | -105.8% | -65.7% |
| 5Y | -80.9% | +81.7% | -162.6% | -90.8% |
| All | -98.3% | +183.7% | -282.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling