+38.7%
SJM vs VT
+223.7%
-185.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | +1.5% | +0.4% | +1.1% | +1.3% |
| 30D | +11.2% | -2.6% | +13.8% | +11.9% |
| 3M | +11.9% | -3.2% | +15.2% | +12.8% |
| 6M | +37.0% | +0.9% | +36.1% | +36.2% |
| YTD | +40.4% | +11.3% | +29.1% | +35.5% |
| 1Y | +29.6% | +14.0% | +15.6% | +24.1% |
| 3Y | +37.2% | +75.8% | -38.7% | +14.7% |
| 5Y | +23.3% | +57.8% | -34.6% | +5.9% |
| 10Y | +38.7% | +219.8% | -181.1% | -16.1% |
| All | +38.7% | +223.7% | -185.0% | -16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling