+47.3%
EQIX vs SBAC
-6.5%
+53.8%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.1% |
| 7D | +4.1% | +0.6% | +3.4% | +3.9% |
| 30D | +5.8% | +5.5% | +0.3% | +4.5% |
| 3M | -1.4% | +3.1% | -4.5% | -2.3% |
| 6M | -1.2% | -7.0% | +5.8% | +0.1% |
| YTD | +39.6% | +0.5% | +39.1% | +38.2% |
| 1Y | +36.8% | +0.2% | +36.6% | +35.5% |
| 3Y | +47.3% | -7.4% | +54.6% | +48.0% |
| All | +47.3% | -6.5% | +53.8% | +48.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling