-17.4%
SPGI vs TRU
-17.5%
+0.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.8% | -2.2% |
| 7D | -3.1% | -6.5% | +3.4% | -0.2% |
| 30D | +2.0% | -2.5% | +4.5% | +3.1% |
| 3M | +4.3% | +10.4% | -6.0% | -0.7% |
| 6M | -0.2% | +1.6% | -1.9% | -2.3% |
| YTD | -14.8% | -9.7% | -5.1% | -13.7% |
| All | -17.4% | -17.5% | +0.1% | -16.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling