-65.8%
ESRT vs SPY
+315.0%
-380.8%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.0% | -1.9% |
| 7D | +6.8% | +0.1% | +6.7% | +6.5% |
| 30D | +15.1% | -3.3% | +18.4% | +18.6% |
| 3M | +11.0% | -2.4% | +13.4% | +13.4% |
| 6M | -5.3% | +2.6% | -7.8% | -8.5% |
| YTD | -16.5% | +11.2% | -27.7% | -25.7% |
| 1Y | -26.5% | +13.4% | -39.9% | -35.9% |
| 3Y | -32.7% | +79.9% | -112.6% | -63.4% |
| 5Y | -44.0% | +72.2% | -116.2% | -68.0% |
| 10Y | -65.8% | +307.3% | -373.1% | -90.1% |
| All | -65.8% | +315.0% | -380.8% | -90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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