+23.3%
SJM price history and return analytics
+57.4%
-34.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.7% |
| 7D | +1.5% | +0.4% | +1.1% | +1.4% |
| 30D | +11.2% | -2.6% | +13.8% | +11.6% |
| 3M | +11.9% | -3.2% | +15.2% | +12.4% |
| 6M | +37.0% | +0.9% | +36.1% | +36.5% |
| YTD | +40.4% | +11.3% | +29.1% | +37.2% |
| 1Y | +29.6% | +14.0% | +15.6% | +25.9% |
| 3Y | +37.2% | +75.8% | -38.7% | +22.0% |
| 5Y | +23.3% | +57.8% | -34.6% | +8.7% |
| All | +23.3% | +57.4% | -34.1% | +8.7% |
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