+242.8%
EQIX vs SPY
+719.1%
-476.3%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.4% |
| 7D | +4.1% | +2.6% | +1.5% | +1.5% |
| 30D | +5.8% | -2.0% | +7.8% | +8.1% |
| 3M | -1.4% | -2.8% | +1.4% | +1.6% |
| 6M | -1.2% | +2.1% | -3.4% | -3.3% |
| YTD | +39.6% | +11.5% | +28.2% | +24.9% |
| 1Y | +36.8% | +13.5% | +23.4% | +20.2% |
| 3Y | +47.3% | +77.7% | -30.4% | -18.5% |
| 5Y | +50.1% | +72.6% | -22.5% | -14.6% |
| 10Y | +293.3% | +308.2% | -14.9% | -12.6% |
| All | +242.8% | +719.1% | -476.3% | -59.6% |
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