+285.1%
EQIX vs SMTC
+333.2%
-48.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.1% | +2.3% | -1.2% |
| 7D | +4.1% | +11.0% | -7.0% | +2.4% |
| 30D | +5.8% | -28.5% | +34.3% | +9.9% |
| 3M | -1.4% | -14.2% | +12.8% | -1.1% |
| 6M | -1.2% | -18.0% | +16.8% | -1.9% |
| YTD | +39.6% | +55.5% | -15.9% | +24.5% |
| 1Y | +36.8% | +69.5% | -32.7% | +20.1% |
| 3Y | +47.3% | +699.7% | -652.4% | -11.2% |
| 5Y | +50.1% | +27.4% | +22.7% | +24.4% |
| All | +285.1% | +333.2% | -48.2% | +146.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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