+598.7%
SLG vs SPY
+1,217.4%
-618.7%
-94.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.9% |
| 7D | +0.8% | -2.7% | +3.5% | +4.2% |
| 30D | +4.5% | -5.4% | +9.9% | +11.5% |
| 3M | -5.7% | -4.1% | -1.6% | -0.9% |
| 6M | +16.4% | +0.7% | +15.7% | +14.9% |
| YTD | +15.4% | +8.7% | +6.8% | +4.4% |
| 1Y | +5.9% | +10.9% | -5.0% | -6.5% |
| 3Y | +73.3% | +75.0% | -1.7% | -9.9% |
| 5Y | -6.5% | +67.8% | -74.3% | -48.0% |
| 10Y | -8.6% | +312.9% | -321.5% | -81.6% |
| All | +598.7% | +1,217.4% | -618.7% | -46.0% |
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 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