+363.5%
SE vs EQIX
+165.1%
+198.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.8% | +2.9% | +2.2% |
| 7D | -0.5% | +4.1% | -4.5% | -3.0% |
| 30D | -20.9% | +5.8% | -26.7% | -23.8% |
| 3M | -38.9% | -1.4% | -37.5% | -38.7% |
| 6M | -19.4% | -1.2% | -18.2% | -20.3% |
| YTD | -40.9% | +39.6% | -80.6% | -54.7% |
| 1Y | -46.2% | +36.8% | -83.0% | -58.1% |
| 3Y | +63.7% | +47.3% | +16.5% | +15.2% |
| 5Y | -77.9% | +50.1% | -128.1% | -84.6% |
| All | +363.5% | +165.1% | +198.4% | +125.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling