+1,136.7%
SJM vs SPY
+2,695.6%
-1,558.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -1.0% |
| 7D | +0.5% | -0.9% | +1.4% | +0.8% |
| 30D | +10.9% | -2.4% | +13.2% | +11.8% |
| 3M | +14.5% | -1.2% | +15.6% | +14.8% |
| 6M | +36.9% | +3.3% | +33.6% | +34.3% |
| YTD | +40.2% | +12.3% | +27.9% | +32.4% |
| 1Y | +27.7% | +12.4% | +15.2% | +20.4% |
| 3Y | +37.5% | +78.8% | -41.3% | +4.5% |
| 5Y | +24.6% | +75.2% | -50.6% | -6.1% |
| 10Y | +43.0% | +311.1% | -268.1% | -30.1% |
| All | +1,136.7% | +2,695.6% | -1,558.9% | +150.2% |
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