+107.1%
EQIX vs SITM
+4,789.7%
-4,682.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.5% | -4.2% | +0.7% |
| 7D | +0.2% | +3.9% | -3.7% | -0.3% |
| 30D | -2.5% | -6.6% | +4.1% | -1.9% |
| 3M | 0.0% | -11.9% | +11.8% | +0.2% |
| 6M | +7.6% | +81.1% | -73.5% | -2.3% |
| YTD | +37.5% | +80.0% | -42.5% | +24.0% |
| 1Y | +32.9% | +145.8% | -112.9% | +14.1% |
| 3Y | +42.8% | +475.9% | -433.1% | +4.5% |
| 5Y | +35.8% | +189.2% | -153.4% | +0.5% |
| All | +107.1% | +4,789.7% | -4,682.6% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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