+39.5%
SJM vs VT
+5.0%
+34.5%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.7% | +1.8% | +4.5% |
| 7D | +5.6% | -0.3% | +5.9% | +5.2% |
| 30D | +13.9% | -1.4% | +15.4% | +12.8% |
| 3M | +12.2% | -1.4% | +13.6% | +11.2% |
| 6M | +39.5% | +5.5% | +34.0% | +47.3% |
| All | +39.5% | +5.0% | +34.5% | +47.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling