+237.0%
EQIX vs SMTC
+241.4%
-4.5%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.2% | -9.7% | -2.6% |
| 7D | -0.8% | +12.7% | -13.6% | -3.6% |
| 30D | -1.4% | +22.0% | -23.4% | -6.8% |
| 3M | -4.4% | -12.7% | +8.2% | -4.3% |
| 6M | +7.9% | +64.8% | -56.8% | -8.6% |
| YTD | +37.3% | +100.7% | -63.4% | +10.1% |
| 1Y | +37.8% | +146.9% | -109.1% | +3.8% |
| 3Y | +42.0% | +456.8% | -414.8% | -25.5% |
| 5Y | +29.6% | +89.2% | -59.6% | -13.7% |
| 10Y | +238.3% | +426.9% | -188.5% | +48.8% |
| All | +237.0% | +241.4% | -4.5% | +17.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling