+423.0%
EQIX vs SPYG
+561.6%
-138.7%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.0% | +0.9% |
| 7D | +1.3% | +1.2% | +0.1% | +0.3% |
| 30D | +0.3% | -1.6% | +1.9% | +1.7% |
| 3M | -1.6% | +3.4% | -4.9% | -4.9% |
| 6M | +12.2% | +18.9% | -6.7% | -5.0% |
| YTD | +38.0% | +13.8% | +24.2% | +21.1% |
| 1Y | +38.9% | +20.6% | +18.3% | +15.2% |
| 3Y | +43.8% | +100.5% | -56.7% | -27.4% |
| 5Y | +30.4% | +84.6% | -54.2% | -30.5% |
| 10Y | +238.6% | +410.8% | -172.2% | -35.8% |
| All | +423.0% | +561.6% | -138.7% | -59.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling