-44.2%
ESRT vs SPY
+67.4%
-111.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | -0.1% |
| 7D | +6.8% | -2.7% | +9.5% | +9.3% |
| 30D | +18.8% | -5.4% | +24.2% | +24.6% |
| 3M | +9.7% | -4.1% | +13.8% | +13.8% |
| 6M | -5.0% | +0.7% | -5.7% | -6.5% |
| YTD | -16.8% | +8.7% | -25.5% | -24.1% |
| 1Y | -25.2% | +10.9% | -36.1% | -33.2% |
| 3Y | -36.4% | +75.0% | -111.4% | -64.8% |
| All | -44.2% | +67.4% | -111.6% | -68.2% |
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