+10.5%
SHW vs EQIX
+33.7%
-23.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.3% |
| 7D | -4.5% | -1.6% | -2.8% | -3.9% |
| 30D | -12.7% | -0.4% | -12.3% | -12.7% |
| 3M | +4.7% | -0.9% | +5.6% | +4.5% |
| 6M | -3.4% | +8.1% | -11.6% | -6.9% |
| YTD | -1.3% | +35.7% | -37.0% | -13.4% |
| 1Y | -10.4% | +34.0% | -44.3% | -21.2% |
| 3Y | +20.1% | +41.4% | -21.3% | +1.1% |
| 5Y | +10.5% | +34.0% | -23.5% | -11.9% |
| All | +10.5% | +33.7% | -23.3% | -11.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling