+26.0%
SJM vs VT
+53.2%
-27.2%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.1% | +4.7% | +1.2% |
| 7D | +5.5% | -4.2% | +9.7% | +6.1% |
| 30D | +14.1% | -5.8% | +19.9% | +15.0% |
| 3M | +12.8% | -5.2% | +18.1% | +13.6% |
| 6M | +40.6% | +0.1% | +40.5% | +40.1% |
| YTD | +40.4% | +8.2% | +32.2% | +37.7% |
| 1Y | +31.8% | +10.1% | +21.7% | +28.7% |
| 3Y | +31.9% | +69.7% | -37.7% | +18.0% |
| 5Y | +26.0% | +53.4% | -27.4% | +12.3% |
| All | +26.0% | +53.2% | -27.2% | +12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling