+52.8%
EQIX vs SFM
+112.8%
-59.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.3% |
| 7D | +7.6% | -0.4% | +8.0% | +7.6% |
| 30D | +5.2% | -19.2% | +24.4% | +6.6% |
| 3M | +0.8% | -40.3% | +41.1% | +4.9% |
| 6M | +0.2% | -40.9% | +41.1% | +4.1% |
| YTD | +42.2% | -35.5% | +77.7% | +45.6% |
| 1Y | +34.7% | -37.4% | +72.2% | +38.4% |
| 3Y | +49.0% | +25.5% | +23.5% | +36.4% |
| 5Y | +52.8% | +113.0% | -60.2% | +34.3% |
| All | +52.8% | +112.8% | -59.9% | +34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling