+15.2%
SLG vs SPY
+3.7%
+11.5%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.9% |
| 7D | -7.5% | -0.9% | -6.6% | -7.0% |
| 30D | +2.0% | -2.4% | +4.4% | +3.3% |
| 3M | -9.7% | -1.2% | -8.5% | -9.2% |
| 6M | +15.2% | +3.3% | +11.9% | +14.9% |
| All | +15.2% | +3.7% | +11.5% | +14.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling