+318.0%
SPYM vs TRU
+147.2%
+170.9%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.1% | +0.5% |
| 7D | -0.8% | -2.7% | +1.9% | +0.1% |
| 30D | -1.1% | -2.0% | +1.0% | -0.6% |
| 3M | +3.9% | +18.4% | -14.6% | -2.5% |
| 6M | +13.6% | +8.9% | +4.8% | +8.9% |
| YTD | +12.7% | -8.9% | +21.7% | +13.6% |
| 1Y | +17.6% | -15.9% | +33.5% | +21.0% |
| 3Y | +77.2% | -1.1% | +78.3% | +63.5% |
| 5Y | +84.1% | -35.2% | +119.3% | +97.0% |
| All | +318.0% | +147.2% | +170.9% | +200.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling