+237.0%
EQIX vs SAN
+450.6%
-213.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.2% |
| 7D | -0.8% | +1.8% | -2.6% | -1.4% |
| 30D | -1.4% | +2.0% | -3.4% | -2.1% |
| 3M | -4.4% | +19.7% | -24.2% | -10.2% |
| 6M | +7.9% | +30.6% | -22.7% | -1.9% |
| YTD | +37.3% | +28.8% | +8.4% | +24.4% |
| 1Y | +37.8% | +57.8% | -20.0% | +16.3% |
| 3Y | +42.0% | +338.1% | -296.1% | -17.0% |
| 5Y | +29.6% | +384.2% | -354.6% | -29.9% |
| 10Y | +238.3% | +353.1% | -114.8% | +63.3% |
| All | +237.0% | +450.6% | -213.6% | +20.3% |
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