-75.5%
ESRT vs SPY
+311.3%
-386.9%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.5% | -2.6% |
| 7D | +0.2% | +0.5% | -0.3% | -0.3% |
| 30D | -9.1% | -0.9% | -8.1% | -8.2% |
| 3M | -17.2% | +3.9% | -21.1% | -20.7% |
| 6M | -19.4% | +14.5% | -33.9% | -30.1% |
| YTD | -31.6% | +12.9% | -44.5% | -39.9% |
| 1Y | -42.2% | +19.4% | -61.5% | -51.9% |
| 3Y | -47.4% | +78.5% | -125.9% | -71.0% |
| 5Y | -53.0% | +81.8% | -134.7% | -74.5% |
| 10Y | -75.5% | +311.5% | -387.1% | -93.4% |
| All | -75.5% | +311.3% | -386.9% | -93.4% |
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