+134.2%
SPG vs TRU
+57.8%
+76.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +3.1% | -2.2% | +5.3% | +3.7% |
| 30D | +16.4% | +20.2% | -3.7% | +10.3% |
| 3M | +7.1% | +2.2% | +4.8% | +5.8% |
| 6M | +16.1% | +17.6% | -1.5% | +9.6% |
| YTD | +30.4% | -5.0% | +35.4% | +30.0% |
| 1Y | +33.0% | -1.0% | +33.9% | +30.6% |
| All | +134.2% | +57.8% | +76.5% | +87.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling