+36.5%
EQIX vs SHAK
-22.8%
+59.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.2% | -1.8% | +0.9% |
| 7D | +0.2% | -8.3% | +8.5% | +1.5% |
| 30D | -2.5% | -12.6% | +10.2% | -0.5% |
| 3M | 0.0% | +9.1% | -9.2% | -1.9% |
| 6M | +7.6% | -31.2% | +38.9% | +12.4% |
| YTD | +37.5% | -21.6% | +59.1% | +39.2% |
| 1Y | +32.9% | -38.8% | +71.7% | +40.6% |
| 3Y | +42.8% | +0.6% | +42.1% | +31.1% |
| All | +36.5% | -22.8% | +59.3% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling