+29.8%
EQIX vs STLD
+292.4%
-262.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.2% |
| 7D | -0.8% | +3.1% | -4.0% | -1.4% |
| 30D | -1.4% | -9.0% | +7.5% | 0.0% |
| 3M | -4.4% | -12.4% | +7.9% | -2.6% |
| 6M | +7.9% | +25.5% | -17.6% | +3.3% |
| YTD | +37.3% | +43.6% | -6.3% | +27.9% |
| 1Y | +37.8% | +87.2% | -49.4% | +21.9% |
| 3Y | +42.0% | +135.2% | -93.3% | +17.8% |
| All | +29.8% | +292.4% | -262.6% | -4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling