+237.0%
EQIX vs SPY
+734.2%
-497.2%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | -0.8% | +0.1% | -0.9% | -0.9% |
| 30D | -1.4% | +0.1% | -1.5% | -1.5% |
| 3M | -4.4% | +2.0% | -6.4% | -6.5% |
| 6M | +7.9% | +13.0% | -5.1% | -4.7% |
| YTD | +37.3% | +13.5% | +23.7% | +20.3% |
| 1Y | +37.8% | +20.0% | +17.8% | +14.1% |
| 3Y | +42.0% | +77.2% | -35.2% | -21.3% |
| 5Y | +29.6% | +81.9% | -52.2% | -30.3% |
| 10Y | +238.3% | +314.1% | -75.7% | -26.1% |
| All | +237.0% | +734.2% | -497.2% | -61.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling