+242.8%
EQIX vs SAN
+355.8%
-113.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.4% | -2.0% |
| 7D | +4.1% | +4.0% | +0.1% | +2.7% |
| 30D | +5.8% | -7.8% | +13.6% | +8.4% |
| 3M | -1.4% | -16.4% | +15.0% | +4.1% |
| 6M | -1.2% | +3.5% | -4.8% | -3.0% |
| YTD | +39.6% | +6.7% | +33.0% | +34.1% |
| 1Y | +36.8% | +14.5% | +22.4% | +28.2% |
| 3Y | +47.3% | +243.5% | -196.3% | -7.0% |
| 5Y | +50.1% | +296.2% | -246.1% | -13.2% |
| 10Y | +293.3% | +268.5% | +24.8% | +103.6% |
| All | +242.8% | +355.8% | -113.1% | +29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling