+178.3%
SFNC vs VT
+346.0%
-167.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.2% |
| 7D | +0.7% | -2.3% | +3.1% | +3.0% |
| 30D | +5.1% | -5.0% | +10.0% | +10.4% |
| 3M | 0.0% | -4.9% | +4.9% | +4.9% |
| 6M | +10.2% | -1.5% | +11.7% | +11.0% |
| YTD | +27.6% | +8.5% | +19.1% | +16.1% |
| 1Y | +39.4% | +11.4% | +28.0% | +23.4% |
| 3Y | +70.6% | +70.1% | +0.5% | -2.1% |
| 5Y | -11.3% | +53.7% | -65.1% | -43.7% |
| 10Y | +32.7% | +220.0% | -187.2% | -58.5% |
| All | +178.3% | +346.0% | -167.7% | -31.2% |
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