-45.1%
ESRT vs SPY
+77.4%
-122.4%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.0% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -7.2% | +0.1% | -7.2% | -7.2% |
| 3M | -13.1% | +2.0% | -15.1% | -14.8% |
| 6M | -20.3% | +13.0% | -33.3% | -28.6% |
| YTD | -29.4% | +13.5% | -43.0% | -37.1% |
| 1Y | -41.0% | +20.0% | -61.0% | -50.1% |
| All | -45.1% | +77.4% | -122.4% | -70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling