+179.9%
SFNC vs VT
+374.2%
-194.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | +4.4% | +0.4% | +4.0% | +3.9% |
| 30D | -1.4% | +1.0% | -2.4% | -2.4% |
| 3M | +11.0% | +2.4% | +8.7% | +7.9% |
| 6M | +19.7% | +12.0% | +7.7% | +5.8% |
| YTD | +28.3% | +15.3% | +13.0% | +10.0% |
| 1Y | +16.8% | +22.6% | -5.8% | -6.0% |
| 3Y | +46.9% | +74.7% | -27.8% | -17.6% |
| 5Y | +2.0% | +66.1% | -64.2% | -40.0% |
| 10Y | +30.5% | +225.0% | -194.5% | -59.8% |
| All | +179.9% | +374.2% | -194.3% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling