+34.8%
EQIX vs SPY
+81.0%
-46.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.6% |
| 7D | +2.3% | -0.4% | +2.7% | +2.7% |
| 30D | +0.4% | -1.4% | +1.8% | +1.6% |
| 3M | -1.1% | +3.7% | -4.8% | -4.3% |
| 6M | +11.5% | +13.0% | -1.5% | +0.1% |
| YTD | +38.2% | +12.4% | +25.8% | +24.5% |
| 1Y | +36.7% | +18.5% | +18.1% | +17.2% |
| 3Y | +44.1% | +77.6% | -33.5% | -16.2% |
| 5Y | +34.8% | +81.7% | -46.8% | -25.0% |
| All | +34.8% | +81.0% | -46.2% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 5y: compounded portfolio wealth divided by compounded SPY 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…
5y analysis · Full analysis span regression · 6 months rolling