+108.1%
EQIX vs SITM
+4,437.5%
-4,329.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.4% |
| 7D | +2.3% | +3.7% | -1.4% | +1.9% |
| 30D | +0.4% | -14.5% | +15.0% | +2.1% |
| 3M | -1.1% | -10.6% | +9.4% | -1.1% |
| 6M | +11.5% | +65.5% | -54.1% | +2.2% |
| YTD | +38.2% | +67.0% | -28.8% | +25.7% |
| 1Y | +36.7% | +138.6% | -101.9% | +17.6% |
| 3Y | +44.1% | +421.8% | -377.7% | +6.7% |
| 5Y | +34.8% | +172.4% | -137.6% | +0.5% |
| All | +108.1% | +4,437.5% | -4,329.3% | +13.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling