+654.9%
SLG vs SPY
+1,276.5%
-621.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | -3.4% | +0.1% | -3.6% | -3.6% |
| 30D | +1.3% | +0.1% | +1.3% | +1.2% |
| 3M | +19.3% | +2.0% | +17.3% | +16.0% |
| 6M | +39.6% | +13.0% | +26.6% | +20.5% |
| YTD | +24.7% | +13.5% | +11.2% | +7.0% |
| 1Y | -3.0% | +20.0% | -23.0% | -22.1% |
| 3Y | +66.7% | +77.2% | -10.5% | -14.1% |
| 5Y | +9.9% | +81.9% | -72.0% | -44.5% |
| 10Y | -18.3% | +314.1% | -332.3% | -83.6% |
| All | +654.9% | +1,276.5% | -621.7% | -44.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling