+239.3%
EQIX vs SPG
+64.3%
+175.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.9% | -1.9% |
| 7D | -1.6% | -2.2% | +0.6% | -1.2% |
| 30D | -0.4% | -5.8% | +5.4% | +0.8% |
| 3M | -0.9% | -2.8% | +1.9% | -0.5% |
| 6M | +8.1% | +8.9% | -0.8% | +6.1% |
| YTD | +35.7% | +14.3% | +21.4% | +31.8% |
| 1Y | +34.0% | +19.5% | +14.5% | +29.0% |
| 3Y | +41.4% | +106.9% | -65.4% | +23.3% |
| 5Y | +34.0% | +108.7% | -74.7% | +16.1% |
| All | +239.3% | +64.3% | +175.0% | +274.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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