+1,071.7%
SJM vs SPY
+2,726.8%
-1,655.0%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -4.7% | +0.1% | -4.8% | -4.8% |
| 30D | +6.8% | +0.1% | +6.7% | +6.7% |
| 3M | +25.9% | +2.0% | +23.9% | +24.5% |
| 6M | +12.2% | +13.0% | -0.9% | +6.0% |
| YTD | +32.9% | +13.5% | +19.3% | +25.1% |
| 1Y | +16.9% | +20.0% | -3.1% | +7.3% |
| 3Y | -0.6% | +77.2% | -77.8% | -24.1% |
| 5Y | +24.3% | +81.9% | -57.5% | -7.7% |
| 10Y | +22.4% | +314.1% | -291.7% | -40.3% |
| All | +1,071.7% | +2,726.8% | -1,655.0% | +136.4% |
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