+239.3%
EQIX vs SAN
+347.0%
-107.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.3% | -1.5% | -1.8% |
| 7D | -1.6% | -2.8% | +1.2% | -1.2% |
| 30D | -0.4% | -0.5% | +0.2% | -0.3% |
| 3M | -0.9% | +22.7% | -23.7% | -4.2% |
| 6M | +8.1% | +28.8% | -20.7% | +3.6% |
| YTD | +35.7% | +26.3% | +9.4% | +29.9% |
| 1Y | +34.0% | +48.8% | -14.9% | +24.7% |
| 3Y | +41.4% | +347.2% | -305.8% | +9.9% |
| 5Y | +34.0% | +383.8% | -349.8% | +0.6% |
| All | +239.3% | +347.0% | -107.6% | +141.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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