-98.3%
SNDL vs VT
+144.5%
-242.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.6% | -2.1% | -1.9% |
| 7D | -1.4% | -0.1% | -1.3% | -1.2% |
| 30D | +14.8% | -0.7% | +15.4% | +15.7% |
| 3M | -4.1% | +4.0% | -8.1% | -9.6% |
| 6M | -9.1% | +12.3% | -21.4% | -22.9% |
| YTD | -15.7% | +14.0% | -29.7% | -29.9% |
| 1Y | -42.1% | +20.3% | -62.5% | -55.2% |
| 3Y | -28.2% | +75.4% | -103.6% | -67.1% |
| 5Y | -80.9% | +66.0% | -146.9% | -90.2% |
| All | -98.3% | +144.5% | -242.9% | -99.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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