Glossary/Trading

Slippage

Also known as Execution slippage

Slippage is the difference between an expected, decision, or quoted trade price and the price actually achieved. It can arise from spread, delay, market movement, order size, and execution method.

Editorially reviewed 2026-07-30

Why slippage matters

Slippage converts gross investment ideas into net returns and can erase strategies with small expected edges. Measuring it reveals capacity constraints and whether implementation is improving.

How it is applied

Managers timestamp decisions, choose a benchmark, capture every fill, and attribute cost to delay, spread, impact, and opportunity cost.

Portfolio example

A manager decides to buy at $40, but fills at an average $40.60. Purchase slippage is $0.60 per share before commissions.

How to interpret it

Negative slippage is a cost; favorable movement can produce positive slippage. Results should be compared across similar urgency, liquidity, and size.

Limitations and common misconceptions

Benchmarks can be gamed and market moves unrelated to the order are hard to separate. Unfilled orders create opportunity cost that fill-only reports omit.

Sources and further reading