+43.2%
EQIX vs SM
-1.8%
+45.0%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.6% | -3.1% | +0.3% |
| 7D | +1.3% | -0.2% | +1.5% | +1.3% |
| 30D | +0.3% | +31.5% | -31.2% | -1.3% |
| 3M | -1.6% | +17.3% | -18.9% | -2.7% |
| 6M | +12.2% | +48.5% | -36.3% | +8.4% |
| YTD | +38.0% | +106.3% | -68.3% | +28.8% |
| 1Y | +38.9% | +47.3% | -8.4% | +33.9% |
| All | +43.2% | -1.8% | +45.0% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling