+242.8%
EQIX vs SM
+317.9%
-75.1%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.8% |
| 7D | +4.1% | +9.4% | -5.3% | +3.2% |
| 30D | +5.8% | -14.4% | +20.2% | +7.0% |
| 3M | -1.4% | +1.6% | -2.9% | -2.0% |
| 6M | -1.2% | +6.3% | -7.6% | -2.7% |
| YTD | +39.6% | +78.8% | -39.1% | +30.3% |
| 1Y | +36.8% | +83.1% | -46.3% | +27.2% |
| 3Y | +47.3% | -5.9% | +53.2% | +42.9% |
| 5Y | +50.1% | +4.8% | +45.3% | +40.4% |
| 10Y | +293.3% | +17.5% | +275.7% | +187.4% |
| All | +242.8% | +317.9% | -75.1% | +101.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling