+219.9%
SLV vs EQIX
+246.8%
-26.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.4% | -0.3% | +0.8% |
| 7D | -2.8% | +0.2% | -3.0% | -2.9% |
| 30D | -1.6% | -2.5% | +0.9% | -1.1% |
| 3M | -4.4% | 0.0% | -4.4% | -4.5% |
| 6M | -25.4% | +7.6% | -33.0% | -26.4% |
| YTD | -9.8% | +37.5% | -47.3% | -15.3% |
| 1Y | +53.8% | +32.9% | +20.9% | +45.2% |
| 3Y | +174.7% | +42.8% | +131.9% | +152.7% |
| 5Y | +164.3% | +35.8% | +128.5% | +140.8% |
| All | +219.9% | +246.8% | -26.9% | +152.2% |
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