+24.6%
SJM vs SPY
+312.5%
-287.9%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -6.2% | -0.4% | -5.8% | -6.1% |
| 30D | +5.4% | -1.4% | +6.8% | +5.8% |
| 3M | +10.7% | +3.7% | +7.0% | +9.5% |
| 6M | +15.5% | +13.0% | +2.5% | +11.1% |
| YTD | +30.0% | +12.4% | +17.6% | +25.1% |
| 1Y | +15.8% | +18.5% | -2.7% | +9.6% |
| 3Y | -2.1% | +77.6% | -79.8% | -19.5% |
| 5Y | +21.4% | +81.7% | -60.2% | -2.0% |
| 10Y | +24.6% | +319.7% | -295.1% | -34.0% |
| All | +24.6% | +312.5% | -287.9% | -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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling