+285.1%
EQIX vs STZ
+13.4%
+271.7%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.7% | -2.5% | -2.0% |
| 7D | +4.1% | +2.6% | +1.5% | +3.3% |
| 30D | +5.8% | +15.2% | -9.4% | +1.3% |
| 3M | -1.4% | +7.6% | -9.0% | -4.0% |
| 6M | -1.2% | +5.3% | -6.5% | -3.5% |
| YTD | +39.6% | +8.6% | +31.0% | +33.5% |
| 1Y | +36.8% | +15.6% | +21.3% | +27.9% |
| 3Y | +47.3% | -35.2% | +82.4% | +64.2% |
| 5Y | +50.1% | -29.1% | +79.2% | +61.9% |
| All | +285.1% | +13.4% | +271.7% | +233.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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