+244.0%
EQIX vs SFM
+271.4%
-27.5%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.8% | +0.6% | +1.3% |
| 7D | +0.2% | -10.6% | +10.8% | +1.4% |
| 30D | -2.5% | -15.5% | +13.0% | -0.8% |
| 3M | 0.0% | -17.4% | +17.4% | +1.8% |
| 6M | +7.6% | -3.4% | +11.1% | +7.2% |
| YTD | +37.5% | -8.7% | +46.2% | +37.5% |
| 1Y | +32.9% | -47.2% | +80.1% | +41.7% |
| 3Y | +42.8% | +82.7% | -40.0% | +27.9% |
| 5Y | +35.8% | +214.3% | -178.5% | +11.5% |
| All | +244.0% | +271.4% | -27.5% | +155.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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