+40.8%
EQIX vs SPYG
+96.8%
-55.9%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.4% |
| 7D | -1.6% | -1.8% | +0.2% | -0.7% |
| 30D | -0.4% | -1.9% | +1.6% | +0.6% |
| 3M | -0.9% | +5.2% | -6.1% | -3.6% |
| 6M | +8.1% | +15.6% | -7.4% | -0.1% |
| YTD | +35.7% | +12.4% | +23.3% | +27.0% |
| 1Y | +34.0% | +17.5% | +16.5% | +22.0% |
| All | +40.8% | +96.8% | -55.9% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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