+33.0%
SJM vs SPY
+14.6%
+18.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +4.0% |
| 7D | +5.6% | -0.7% | +6.3% | +5.3% |
| 30D | +13.9% | -1.0% | +15.0% | +13.5% |
| 3M | +12.2% | -0.3% | +12.5% | +12.0% |
| 6M | +39.5% | +7.3% | +32.1% | +41.6% |
| YTD | +39.6% | +13.3% | +26.2% | +40.7% |
| 1Y | +33.0% | +14.8% | +18.3% | +34.0% |
| All | +33.0% | +14.6% | +18.4% | +34.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling