+237.0%
EQIX vs STZ
+2,495.7%
-2,258.8%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -0.8% | -1.9% | +1.1% | -0.2% |
| 30D | -1.4% | -1.9% | +0.4% | -1.0% |
| 3M | -4.4% | -6.2% | +1.8% | -3.0% |
| 6M | +7.9% | -14.0% | +22.0% | +12.1% |
| YTD | +37.3% | -5.1% | +42.4% | +37.5% |
| 1Y | +37.8% | -9.6% | +47.4% | +39.6% |
| 3Y | +42.0% | -47.2% | +89.2% | +67.2% |
| 5Y | +29.6% | -33.6% | +63.2% | +41.8% |
| 10Y | +238.3% | -9.8% | +248.1% | +221.7% |
| All | +237.0% | +2,495.7% | -2,258.8% | +43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling