+21.4%
SJM vs VOO
+81.6%
-60.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VOO | 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% | +5.6% |
| 3M | +10.7% | +3.7% | +7.0% | +10.1% |
| 6M | +15.5% | +13.0% | +2.5% | +12.9% |
| YTD | +30.0% | +12.4% | +17.5% | +27.0% |
| 1Y | +15.8% | +18.6% | -2.8% | +11.9% |
| 3Y | -2.1% | +78.1% | -80.2% | -13.7% |
| 5Y | +21.4% | +82.3% | -60.8% | +4.1% |
| All | +21.4% | +81.6% | -60.1% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 5y: compounded portfolio wealth divided by compounded VOO 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…
5y analysis · Full analysis span regression · 6 months rolling