+244.0%
EQIX vs SRE
+122.3%
+121.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.8% | +2.1% | +1.7% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -2.5% | -3.0% | +0.5% | -1.4% |
| 3M | 0.0% | -8.3% | +8.3% | +3.6% |
| 6M | +7.6% | -8.9% | +16.6% | +11.6% |
| YTD | +37.5% | -4.3% | +41.8% | +39.4% |
| 1Y | +32.9% | +2.7% | +30.2% | +30.3% |
| 3Y | +42.8% | +28.7% | +14.1% | +22.8% |
| 5Y | +35.8% | +47.1% | -11.3% | +10.6% |
| All | +244.0% | +122.3% | +121.6% | +127.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 10y: compounded portfolio wealth divided by compounded SRE 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…
10y analysis · Full analysis span regression · 6 months rolling