+244.0%
EQIX vs SM
+23.0%
+221.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.6% | +1.4% |
| 7D | +0.2% | +4.6% | -4.4% | 0.0% |
| 30D | -2.5% | +18.2% | -20.7% | -2.9% |
| 3M | 0.0% | +22.5% | -22.6% | -0.7% |
| 6M | +7.6% | +50.6% | -42.9% | +6.1% |
| YTD | +37.5% | +108.1% | -70.6% | +34.1% |
| 1Y | +32.9% | +46.0% | -13.1% | +30.9% |
| 3Y | +42.8% | +2.9% | +39.9% | +41.1% |
| 5Y | +35.8% | +112.6% | -76.8% | +31.9% |
| All | +244.0% | +23.0% | +221.0% | +208.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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