+298.6%
EQIX vs STLD
+802.0%
-503.4%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.6% |
| 7D | +1.3% | -0.5% | +1.8% | +1.4% |
| 30D | +3.4% | -0.1% | +3.5% | +3.4% |
| 3M | +3.9% | -9.2% | +13.1% | +5.1% |
| 6M | -0.7% | +1.8% | -2.5% | -1.3% |
| YTD | +41.5% | +42.1% | -0.6% | +33.9% |
| 1Y | +32.9% | +58.5% | -25.7% | +23.7% |
| 3Y | +48.3% | +128.2% | -79.9% | +29.4% |
| 5Y | +52.3% | +288.2% | -235.9% | +22.6% |
| 10Y | +298.6% | +799.8% | -501.2% | +165.0% |
| All | +298.6% | +802.0% | -503.4% | +165.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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