+226.3%
SJM vs VOO
+817.1%
-590.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | 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% | +23.8% | +24.6% |
| 6M | +12.2% | +13.0% | -0.9% | +6.5% |
| YTD | +32.9% | +13.6% | +19.3% | +25.7% |
| 1Y | +16.9% | +20.1% | -3.2% | +7.9% |
| 3Y | -0.6% | +77.6% | -78.2% | -23.1% |
| 5Y | +24.3% | +82.4% | -58.1% | -6.3% |
| 10Y | +22.4% | +316.8% | -294.5% | -43.7% |
| All | +226.3% | +817.1% | -590.8% | -5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling