+298.6%
EQIX vs STT
+203.9%
+94.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.5% | +0.2% | +1.4% |
| 7D | +1.3% | +0.4% | +0.9% | +1.3% |
| 30D | +3.4% | -0.4% | +3.9% | +3.6% |
| 3M | +3.9% | -6.5% | +10.4% | +5.6% |
| 6M | -0.7% | +17.2% | -17.9% | -4.3% |
| YTD | +41.5% | +38.2% | +3.3% | +30.9% |
| 1Y | +32.9% | +49.3% | -16.4% | +20.7% |
| 3Y | +48.3% | +181.9% | -133.6% | +15.7% |
| 5Y | +52.3% | +106.9% | -54.6% | +23.0% |
| 10Y | +298.6% | +203.1% | +95.5% | +181.0% |
| All | +298.6% | +203.9% | +94.7% | +181.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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