-66.8%
ESRT vs SPY
+311.8%
-378.6%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | -0.9% |
| 7D | -0.8% | -0.9% | +0.2% | -0.1% |
| 30D | +10.6% | -2.4% | +12.9% | +12.8% |
| 3M | +13.9% | -1.2% | +15.0% | +14.9% |
| 6M | -3.0% | +3.3% | -6.3% | -6.9% |
| YTD | -18.1% | +12.3% | -30.3% | -27.7% |
| 1Y | -28.0% | +12.4% | -40.5% | -36.6% |
| 3Y | -35.0% | +78.8% | -113.8% | -64.3% |
| 5Y | -45.1% | +75.2% | -120.2% | -69.2% |
| 10Y | -66.8% | +311.1% | -377.9% | -90.5% |
| All | -66.8% | +311.8% | -378.6% | -90.5% |
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