+292.0%
EQIX vs SIMO
+423.7%
-131.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.3% | +2.7% | +0.7% |
| 7D | +7.6% | +14.9% | -7.3% | +5.6% |
| 30D | +5.2% | -27.0% | +32.2% | +8.9% |
| 3M | +0.8% | -25.4% | +26.2% | +3.5% |
| 6M | +0.2% | -30.3% | +30.5% | +2.2% |
| YTD | +42.2% | +95.8% | -53.6% | +23.8% |
| 1Y | +34.7% | +100.0% | -65.3% | +16.8% |
| 3Y | +49.0% | +238.3% | -189.3% | +16.7% |
| 5Y | +52.8% | +187.6% | -134.7% | +19.0% |
| All | +292.0% | +423.7% | -131.7% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 10y: compounded portfolio wealth divided by compounded SIMO 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…
10y analysis · Full analysis span regression · 6 months rolling