-14.4%
SLB vs EQIX
+300.0%
-314.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.2% |
| 7D | +2.6% | +7.6% | -5.0% | +1.2% |
| 30D | +4.4% | +5.2% | -0.8% | +3.4% |
| 3M | -2.7% | +0.8% | -3.5% | -3.0% |
| 6M | -7.5% | +0.2% | -7.8% | -7.7% |
| YTD | +34.8% | +42.2% | -7.3% | +26.6% |
| 1Y | +44.6% | +34.7% | +9.9% | +37.0% |
| 3Y | +3.2% | +49.0% | -45.8% | -4.8% |
| 5Y | +73.6% | +52.8% | +20.7% | +57.1% |
| All | -14.4% | +300.0% | -314.4% | -35.7% |
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