+137.2%
SPG vs TRU
+243.2%
-106.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | 0.0% |
| 7D | +3.1% | -2.2% | +5.3% | +4.0% |
| 30D | +16.4% | +20.2% | -3.7% | +7.3% |
| 3M | +7.1% | +2.2% | +4.8% | +5.0% |
| 6M | +16.1% | +17.6% | -1.5% | +6.2% |
| YTD | +30.4% | -5.0% | +35.4% | +28.7% |
| 1Y | +33.0% | -1.0% | +33.9% | +28.5% |
| 3Y | +134.6% | +56.5% | +78.1% | +71.1% |
| 5Y | +84.9% | -26.2% | +111.1% | +89.4% |
| 10Y | +114.9% | +184.5% | -69.6% | +57.6% |
| All | +137.2% | +243.2% | -106.0% | +73.0% |
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