+562.3%
SE vs EQIX
+157.6%
+404.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +0.9% | +0.2% |
| 7D | -4.8% | -1.6% | -3.1% | -3.8% |
| 30D | -18.1% | -0.4% | -17.8% | -18.2% |
| 3M | +30.6% | -0.9% | +31.6% | +29.6% |
| 6M | +20.8% | +8.1% | +12.6% | +12.7% |
| YTD | -15.6% | +35.7% | -51.3% | -33.7% |
| 1Y | -44.2% | +34.0% | -78.2% | -56.0% |
| 3Y | +181.5% | +41.4% | +140.1% | +103.3% |
| 5Y | -66.9% | +34.0% | -100.9% | -75.3% |
| All | +562.3% | +157.6% | +404.7% | +229.5% |
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