+244.0%
EQIX vs SBAC
+87.1%
+156.8%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.2% | -0.9% | +0.2% |
| 7D | +0.2% | -2.1% | +2.3% | +1.3% |
| 30D | -2.5% | +2.0% | -4.5% | -3.6% |
| 3M | 0.0% | -8.3% | +8.3% | +3.8% |
| 6M | +7.6% | +0.3% | +7.3% | +3.8% |
| YTD | +37.5% | -2.2% | +39.7% | +34.2% |
| 1Y | +32.9% | -4.6% | +37.5% | +31.4% |
| 3Y | +42.8% | -8.3% | +51.0% | +38.2% |
| 5Y | +35.8% | -42.8% | +78.7% | +78.2% |
| All | +244.0% | +87.1% | +156.8% | +147.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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