+43.8%
EQIX vs STLA
-65.4%
+109.2%
-24.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +0.8% |
| 7D | +1.3% | +0.7% | +0.6% | +1.2% |
| 30D | +0.3% | -2.4% | +2.7% | +0.5% |
| 3M | -1.6% | -23.9% | +22.3% | +1.2% |
| 6M | +12.2% | -24.6% | +36.8% | +15.1% |
| YTD | +38.0% | -50.5% | +88.5% | +48.0% |
| 1Y | +38.9% | -39.8% | +78.8% | +42.5% |
| 3Y | +43.8% | -65.6% | +109.4% | +52.9% |
| All | +43.8% | -65.4% | +109.2% | +52.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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