+62.0%
SPG vs TRU
+144.8%
-82.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.1% |
| 7D | -2.2% | -9.4% | +7.2% | +2.1% |
| 30D | -5.8% | -4.1% | -1.7% | -4.3% |
| 3M | -2.8% | +13.6% | -16.4% | -9.2% |
| 6M | +8.9% | +3.6% | +5.3% | +5.1% |
| YTD | +14.3% | -9.8% | +24.1% | +16.2% |
| 1Y | +19.5% | -13.6% | +33.1% | +22.8% |
| 3Y | +106.9% | -2.0% | +108.8% | +84.8% |
| 5Y | +108.7% | -35.8% | +144.5% | +135.6% |
| All | +62.0% | +144.8% | -82.8% | +26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRU.
Daily Out/Under-Performance
Portfolio return minus TRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRU 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 TRU 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