+45.9%
EQIX vs STT
+104.1%
-58.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.6% | -1.7% |
| 7D | +4.1% | +4.8% | -0.7% | +2.5% |
| 30D | +5.8% | +3.9% | +1.9% | +4.6% |
| 3M | -1.4% | -8.2% | +6.8% | +1.3% |
| 6M | -1.2% | +15.6% | -16.8% | -5.7% |
| YTD | +39.6% | +37.6% | +2.0% | +25.5% |
| 1Y | +36.8% | +50.1% | -13.3% | +19.4% |
| 3Y | +47.3% | +183.1% | -135.8% | +2.6% |
| All | +45.9% | +104.1% | -58.2% | 0.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling