+136.5%
SPG vs TRU
+243.6%
-107.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +2.0% | 0.0% | +2.0% | +2.0% |
| 30D | +17.2% | +21.3% | -4.1% | +7.6% |
| 3M | +6.3% | +0.2% | +6.1% | +5.2% |
| 6M | +18.7% | +22.4% | -3.7% | +6.8% |
| YTD | +30.1% | -4.8% | +34.9% | +28.2% |
| 1Y | +32.8% | -0.2% | +32.9% | +27.9% |
| 3Y | +133.6% | +57.9% | +75.7% | +69.6% |
| 5Y | +84.4% | -26.1% | +110.5% | +88.8% |
| 10Y | +114.3% | +184.8% | -70.5% | +57.1% |
| All | +136.5% | +243.6% | -107.0% | +72.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling