+248.8%
EQIX vs SIMO
+548.4%
-299.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.9% | -0.1% |
| 7D | +2.3% | +14.5% | -12.2% | +0.6% |
| 30D | +0.4% | +20.4% | -20.0% | -2.0% |
| 3M | -1.1% | +7.1% | -8.2% | -3.2% |
| 6M | +11.5% | +129.2% | -117.8% | -2.5% |
| YTD | +38.2% | +201.9% | -163.7% | +15.6% |
| 1Y | +36.7% | +235.5% | -198.8% | +12.2% |
| 3Y | +44.1% | +463.8% | -419.8% | +7.7% |
| 5Y | +34.8% | +306.7% | -271.9% | +2.7% |
| 10Y | +248.8% | +579.5% | -330.7% | +124.7% |
| All | +248.8% | +548.4% | -299.6% | +124.7% |
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