+3,224.0%
EQIX vs SIMO
+2,211.6%
+1,012.4%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.7% | -1.6% | +3.1% |
| 7D | +6.1% | -8.2% | +14.3% | +7.4% |
| 30D | +2.8% | -34.6% | +37.4% | +9.9% |
| 3M | +1.6% | -32.6% | +34.3% | +7.1% |
| 6M | -0.7% | -31.8% | +31.1% | +2.4% |
| YTD | +39.7% | +87.6% | -47.9% | +16.2% |
| 1Y | +30.6% | +86.7% | -56.1% | +8.6% |
| 3Y | +48.4% | +227.4% | -179.0% | +7.9% |
| 5Y | +46.0% | +173.0% | -127.0% | +5.5% |
| 10Y | +267.7% | +409.6% | -142.0% | +119.0% |
| All | +3,224.0% | +2,211.6% | +1,012.4% | +929.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling