+244.0%
EQIX vs STZ
-11.3%
+255.3%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.7% |
| 7D | +0.2% | -4.5% | +4.6% | +1.5% |
| 30D | -2.5% | -8.6% | +6.1% | 0.0% |
| 3M | 0.0% | -13.8% | +13.7% | +4.0% |
| 6M | +7.6% | -17.2% | +24.8% | +13.0% |
| YTD | +37.5% | -9.4% | +46.9% | +39.2% |
| 1Y | +32.9% | -11.9% | +44.8% | +35.3% |
| 3Y | +42.8% | -49.6% | +92.4% | +72.9% |
| 5Y | +35.8% | -37.2% | +73.0% | +52.2% |
| All | +244.0% | -11.3% | +255.3% | +223.3% |
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