+42.8%
EQIX vs SHAK
-2.6%
+45.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +1.0% |
| 7D | +0.2% | -8.3% | +8.5% | +1.2% |
| 30D | -2.5% | -12.6% | +10.2% | -0.9% |
| 3M | 0.0% | +9.1% | -9.2% | -1.6% |
| 6M | +7.6% | -31.2% | +38.9% | +11.8% |
| YTD | +37.5% | -21.6% | +59.1% | +38.6% |
| 1Y | +32.9% | -38.8% | +71.7% | +39.9% |
| 3Y | +42.8% | +0.6% | +42.1% | +35.3% |
| All | +42.8% | -2.6% | +45.4% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 3y: compounded portfolio wealth divided by compounded SHAK 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…
3y analysis · Full analysis span regression · 6 months rolling