+244.0%
EQIX vs SMTC
+548.2%
-304.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.1% | -3.7% | +0.6% |
| 7D | +0.2% | +13.1% | -12.9% | -1.6% |
| 30D | -2.5% | +19.5% | -21.9% | -5.4% |
| 3M | 0.0% | +2.2% | -2.3% | -2.0% |
| 6M | +7.6% | +94.9% | -87.2% | -5.2% |
| YTD | +37.5% | +127.0% | -89.4% | +17.9% |
| 1Y | +32.9% | +174.6% | -141.7% | +9.8% |
| 3Y | +42.8% | +615.9% | -573.2% | -9.7% |
| 5Y | +35.8% | +125.6% | -89.8% | +4.1% |
| All | +244.0% | +548.2% | -304.3% | +111.9% |
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