+699.1%
EQIX vs SFM
+132.6%
+566.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.3% | -0.8% |
| 7D | -0.8% | -0.1% | -0.7% | -0.8% |
| 30D | -1.4% | -4.4% | +2.9% | -1.1% |
| 3M | -4.4% | +1.5% | -5.9% | -4.9% |
| 6M | +7.9% | +6.5% | +1.5% | +6.4% |
| YTD | +37.3% | +2.2% | +35.1% | +35.8% |
| 1Y | +37.8% | -41.9% | +79.7% | +44.8% |
| 3Y | +42.0% | +106.8% | -64.8% | +26.9% |
| 5Y | +29.6% | +231.6% | -201.9% | +7.9% |
| 10Y | +238.3% | +258.4% | -20.1% | +169.6% |
| All | +699.1% | +132.6% | +566.6% | +567.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling