+36.5%
EQIX vs SITM
+187.3%
-150.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| YTD | +37.5% | +80.0% | -42.5% | +22.9% |
| 1Y | +32.9% | +145.8% | -112.9% | +12.5% |
| 3Y | +42.8% | +475.9% | -433.1% | +0.8% |
| All | +36.5% | +187.3% | -150.7% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling