+237.0%
EQIX vs SM
+365.2%
-128.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | -0.2% |
| 7D | -0.8% | +0.1% | -0.9% | -0.8% |
| 30D | -1.4% | +26.3% | -27.8% | -3.6% |
| 3M | -4.4% | +8.7% | -13.1% | -5.5% |
| 6M | +7.9% | +51.7% | -43.7% | +3.0% |
| YTD | +37.3% | +99.0% | -61.8% | +27.4% |
| 1Y | +37.8% | +34.6% | +3.2% | +32.2% |
| 3Y | +42.0% | -7.8% | +49.7% | +38.5% |
| 5Y | +29.6% | +104.8% | -75.1% | +13.8% |
| 10Y | +238.3% | +7.2% | +231.1% | +153.3% |
| All | +237.0% | +365.2% | -128.2% | +97.4% |
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