-22.2%
SLG vs SPY
+311.3%
-333.5%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.5% | -4.4% | -4.3% |
| 7D | -3.3% | +0.5% | -3.8% | -3.9% |
| 30D | -6.3% | -0.9% | -5.4% | -5.2% |
| 3M | +9.1% | +3.9% | +5.2% | +3.6% |
| 6M | +40.3% | +14.5% | +25.8% | +18.0% |
| YTD | +18.5% | +12.9% | +5.6% | +1.5% |
| 1Y | -9.2% | +19.4% | -28.6% | -27.5% |
| 3Y | +53.4% | +78.5% | -25.1% | -25.3% |
| 5Y | +3.6% | +81.8% | -78.2% | -50.2% |
| 10Y | -22.2% | +311.5% | -333.7% | -85.0% |
| All | -22.2% | +311.3% | -333.5% | -85.0% |
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