+48.2%
EQIX vs S
-51.5%
+99.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.3% | +6.7% | +1.2% |
| 7D | +7.6% | +4.1% | +3.5% | +7.0% |
| 30D | +5.2% | -7.2% | +12.4% | +6.1% |
| 3M | +0.8% | 0.0% | +0.9% | +0.3% |
| 6M | +0.2% | +41.6% | -41.4% | -4.9% |
| YTD | +42.2% | +48.6% | -6.4% | +33.1% |
| 1Y | +34.7% | +30.0% | +4.7% | +28.1% |
| 3Y | +49.0% | +42.2% | +6.8% | +35.5% |
| 5Y | +52.8% | -70.8% | +123.6% | +51.4% |
| All | +48.2% | -51.5% | +99.7% | +44.4% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling