+42.8%
EQIX vs SPXS
-79.6%
+122.4%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +0.8% |
| 7D | +0.2% | +2.5% | -2.3% | +0.8% |
| 30D | -2.5% | +4.2% | -6.7% | -1.4% |
| 3M | 0.0% | -9.3% | +9.3% | -2.0% |
| 6M | +7.6% | -30.7% | +38.3% | -0.6% |
| YTD | +37.5% | -28.1% | +65.6% | +28.5% |
| 1Y | +32.9% | -35.1% | +68.0% | +21.4% |
| 3Y | +42.8% | -79.6% | +122.3% | -0.7% |
| All | +42.8% | -79.6% | +122.4% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 3y: compounded portfolio wealth divided by compounded SPXS 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…
3y analysis · Full analysis span regression · 6 months rolling