-51.0%
ESRT vs SPY
+82.0%
-133.1%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.4% | +3.1% | +3.1% |
| 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% | -15.2% |
| 6M | -20.3% | +13.0% | -33.3% | -29.6% |
| YTD | -29.4% | +13.5% | -43.0% | -38.0% |
| 1Y | -41.0% | +20.0% | -61.0% | -51.0% |
| 3Y | -45.5% | +77.2% | -122.7% | -69.8% |
| All | -51.0% | +82.0% | -133.1% | -73.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling