+282.8%
SCHW vs EQIX
+247.5%
+35.4%
-83.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.3% |
| 7D | -1.9% | +0.2% | -2.0% | -1.9% |
| 30D | -1.6% | -2.5% | +0.9% | -1.3% |
| 3M | +21.3% | 0.0% | +21.3% | +21.1% |
| 6M | +16.5% | +7.6% | +8.8% | +14.9% |
| YTD | +8.4% | +37.5% | -29.1% | +2.7% |
| 1Y | +15.6% | +32.9% | -17.3% | +10.0% |
| 3Y | +86.8% | +42.8% | +44.1% | +74.9% |
| 5Y | +60.5% | +35.8% | +24.7% | +50.2% |
| 10Y | +297.7% | +247.0% | +50.7% | +217.8% |
| All | +282.8% | +247.5% | +35.4% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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