+2.5%
SLG vs SPY
+11.8%
-9.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.6% |
| 7D | -5.5% | +3.3% | -8.7% | -8.6% |
| 30D | -0.3% | -2.7% | +2.3% | +2.4% |
| 3M | -12.5% | -1.7% | -10.8% | -11.0% |
| 6M | +14.4% | +3.1% | +11.3% | +10.0% |
| YTD | +10.8% | +11.9% | -1.1% | -5.6% |
| 1Y | +2.5% | +12.0% | -9.4% | -12.7% |
| All | +2.5% | +11.8% | -9.2% | -12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling