-21.1%
SLG vs SPY
+307.0%
-328.2%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +1.0% |
| 7D | -3.5% | +2.6% | -6.1% | -6.5% |
| 30D | +6.4% | -2.0% | +8.4% | +8.9% |
| 3M | -13.9% | -2.8% | -11.1% | -10.9% |
| 6M | +16.2% | +2.1% | +14.0% | +12.6% |
| YTD | +11.4% | +11.5% | -0.1% | -3.1% |
| 1Y | +6.2% | +13.5% | -7.3% | -9.6% |
| 3Y | +93.3% | +77.7% | +15.7% | -5.8% |
| 5Y | -10.2% | +72.6% | -82.8% | -53.8% |
| All | -21.1% | +307.0% | -328.2% | -82.8% |
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