+1,411.3%
SFNC vs SPY
+3,074.3%
-1,662.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.5% |
| 7D | +4.4% | +0.5% | +3.9% | +3.9% |
| 30D | -1.1% | -0.9% | -0.1% | -0.2% |
| 3M | +8.5% | +3.9% | +4.6% | +4.6% |
| 6M | +21.9% | +14.5% | +7.4% | +7.5% |
| YTD | +25.7% | +12.9% | +12.8% | +12.3% |
| 1Y | +16.4% | +19.4% | -3.0% | -1.2% |
| 3Y | +53.9% | +78.5% | -24.6% | -9.1% |
| 5Y | +1.6% | +81.8% | -80.1% | -41.3% |
| 10Y | +28.2% | +311.5% | -283.3% | -62.6% |
| All | +1,411.3% | +3,074.3% | -1,662.9% | +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 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