+86.7%
SPYG vs TRU
-35.6%
+122.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.9% | -2.7% | +1.8% | -0.1% |
| 30D | -1.5% | -2.0% | +0.5% | -1.1% |
| 3M | +3.7% | +18.4% | -14.7% | -2.4% |
| 6M | +16.4% | +8.9% | +7.6% | +11.8% |
| YTD | +13.3% | -8.9% | +22.3% | +14.3% |
| 1Y | +17.9% | -15.9% | +33.7% | +21.4% |
| 3Y | +98.3% | -1.1% | +99.4% | +87.1% |
| All | +86.7% | -35.6% | +122.2% | +113.2% |
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