+237.0%
EQIX vs STT
+470.8%
-233.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.6% | -0.5% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -1.4% | +3.9% | -5.3% | -2.7% |
| 3M | -4.4% | +20.0% | -24.4% | -9.9% |
| 6M | +7.9% | +55.3% | -47.4% | -6.6% |
| YTD | +37.3% | +53.3% | -16.1% | +18.8% |
| 1Y | +37.8% | +74.7% | -36.9% | +14.1% |
| 3Y | +42.0% | +205.8% | -163.8% | -2.9% |
| 5Y | +29.6% | +145.0% | -115.4% | -7.9% |
| 10Y | +238.3% | +266.0% | -27.7% | +89.1% |
| All | +237.0% | +470.8% | -233.8% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling