+30.4%
EQIX vs STT
+150.3%
-120.0%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.9% |
| 7D | +1.3% | +2.2% | -0.9% | +0.6% |
| 30D | +0.3% | +3.9% | -3.6% | -0.9% |
| 3M | -1.6% | +19.2% | -20.7% | -6.8% |
| 6M | +12.2% | +60.4% | -48.2% | -3.2% |
| YTD | +38.0% | +51.5% | -13.5% | +20.7% |
| 1Y | +38.9% | +76.3% | -37.4% | +15.4% |
| 3Y | +43.8% | +200.7% | -156.9% | -0.7% |
| 5Y | +30.4% | +157.5% | -127.1% | -9.7% |
| All | +30.4% | +150.3% | -120.0% | -9.7% |
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