+161.5%
SLV vs EQIX
+33.7%
+127.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.8% | -3.5% | -4.9% |
| 7D | -5.0% | -1.6% | -3.4% | -4.7% |
| 30D | -1.8% | -0.4% | -1.4% | -1.7% |
| 3M | -0.3% | -0.9% | +0.6% | -0.1% |
| 6M | -28.2% | +8.1% | -36.3% | -29.3% |
| YTD | -10.7% | +35.7% | -46.4% | -16.5% |
| 1Y | +53.7% | +34.0% | +19.7% | +44.1% |
| 3Y | +173.7% | +41.4% | +132.3% | +149.6% |
| 5Y | +161.5% | +34.0% | +127.5% | +120.3% |
| All | +161.5% | +33.7% | +127.7% | +120.3% |
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