+333.8%
SPYM vs TRU
+226.0%
+107.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.4% | -6.5% | +6.1% | +1.7% |
| 30D | -1.4% | -2.5% | +1.1% | -0.8% |
| 3M | +3.7% | +10.4% | -6.6% | -0.4% |
| 6M | +13.0% | +1.6% | +11.4% | +10.8% |
| YTD | +12.5% | -9.7% | +22.2% | +13.6% |
| 1Y | +18.6% | -17.3% | +35.9% | +22.6% |
| 3Y | +78.0% | -1.8% | +79.9% | +64.9% |
| 5Y | +82.3% | -36.2% | +118.5% | +94.4% |
| 10Y | +322.9% | +143.2% | +179.6% | +190.4% |
| All | +333.8% | +226.0% | +107.8% | +180.4% |
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