+84.9%
SPG vs TRU
-25.2%
+110.1%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | +3.1% | -2.2% | +5.3% | +3.8% |
| 30D | +16.4% | +20.2% | -3.7% | +9.6% |
| 3M | +7.1% | +2.2% | +4.8% | +5.6% |
| 6M | +16.1% | +17.6% | -1.5% | +8.8% |
| YTD | +30.4% | -5.0% | +35.4% | +29.6% |
| 1Y | +33.0% | -1.0% | +33.9% | +30.1% |
| 3Y | +134.6% | +56.5% | +78.1% | +87.4% |
| 5Y | +84.9% | -26.2% | +111.1% | +104.3% |
| All | +84.9% | -25.2% | +110.1% | +104.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling