+45.9%
EQIX vs SWK
-30.7%
+76.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.8% |
| 7D | +4.1% | -1.4% | +5.4% | +4.4% |
| 30D | +5.8% | +25.5% | -19.6% | +0.8% |
| 3M | -1.4% | +11.8% | -13.2% | -3.9% |
| 6M | -1.2% | +48.7% | -49.9% | -9.8% |
| YTD | +39.6% | +57.2% | -17.5% | +25.0% |
| 1Y | +36.8% | +75.3% | -38.4% | +19.2% |
| 3Y | +47.3% | +51.9% | -4.7% | +27.5% |
| All | +45.9% | -30.7% | +76.6% | +40.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 SWK 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