+34.8%
EQIX vs STZ
-38.0%
+72.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | 0.0% |
| 7D | +2.3% | -6.0% | +8.4% | +4.1% |
| 30D | +0.4% | -8.9% | +9.3% | +2.9% |
| 3M | -1.1% | -12.6% | +11.4% | +2.3% |
| 6M | +11.5% | -17.2% | +28.7% | +16.7% |
| YTD | +38.2% | -10.0% | +48.2% | +39.4% |
| 1Y | +36.7% | -14.3% | +51.0% | +39.8% |
| 3Y | +44.1% | -49.9% | +94.0% | +80.0% |
| 5Y | +34.8% | -38.2% | +73.1% | +53.1% |
| All | +34.8% | -38.0% | +72.8% | +53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling