+1,176.7%
EQIX vs SCHG
+1,121.7%
+54.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.5% |
| 7D | -1.6% | -2.7% | +1.1% | +0.5% |
| 30D | -0.4% | -2.2% | +1.9% | +1.3% |
| 3M | -0.9% | +6.2% | -7.1% | -5.8% |
| 6M | +8.1% | +13.4% | -5.2% | -2.7% |
| YTD | +35.7% | +7.1% | +28.6% | +27.3% |
| 1Y | +34.0% | +12.5% | +21.4% | +20.4% |
| 3Y | +41.4% | +86.2% | -44.8% | -17.9% |
| 5Y | +34.0% | +83.9% | -49.9% | -23.3% |
| 10Y | +242.4% | +451.3% | -208.9% | -34.8% |
| All | +1,176.7% | +1,121.7% | +54.9% | +0.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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