+34.8%
EQIX vs STLA
-63.2%
+98.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.0% | +0.5% |
| 7D | +2.3% | +0.4% | +2.0% | +2.3% |
| 30D | +0.4% | -5.2% | +5.6% | +1.2% |
| 3M | -1.1% | -24.9% | +23.7% | +3.2% |
| 6M | +11.5% | -25.2% | +36.6% | +16.0% |
| YTD | +38.2% | -51.4% | +89.6% | +53.9% |
| 1Y | +36.7% | -40.7% | +77.4% | +43.8% |
| 3Y | +44.1% | -66.3% | +110.3% | +67.4% |
| 5Y | +34.8% | -63.2% | +98.1% | +39.2% |
| All | +34.8% | -63.2% | +98.0% | +39.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling