+34.8%
EQIX vs SFM
+217.9%
-183.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.9% | +4.1% | +0.6% |
| 7D | +2.3% | -7.2% | +9.5% | +3.0% |
| 30D | +0.4% | -14.3% | +14.8% | +1.9% |
| 3M | -1.1% | -13.7% | +12.6% | 0.0% |
| 6M | +11.5% | -6.0% | +17.5% | +11.3% |
| YTD | +38.2% | -8.2% | +46.5% | +38.1% |
| 1Y | +36.7% | -46.2% | +82.9% | +45.8% |
| 3Y | +44.1% | +83.6% | -39.5% | +28.7% |
| 5Y | +34.8% | +212.7% | -177.9% | +14.9% |
| All | +34.8% | +217.9% | -183.0% | +14.9% |
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