+280.4%
SHW vs EQIX
+246.8%
+33.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.4% | +0.5% | +1.3% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -10.0% | -2.5% | -7.6% | -9.2% |
| 3M | +2.3% | 0.0% | +2.3% | +1.7% |
| 6M | +0.7% | +7.6% | -7.0% | -2.9% |
| YTD | +0.5% | +37.5% | -37.0% | -12.8% |
| 1Y | -11.5% | +32.9% | -44.4% | -22.4% |
| 3Y | +21.3% | +42.8% | -21.4% | +1.0% |
| 5Y | +12.5% | +35.8% | -23.3% | -6.7% |
| All | +280.4% | +246.8% | +33.7% | +131.1% |
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 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