-78.3%
SNAP vs EQIX
+231.2%
-309.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -5.0% | +2.3% | -7.3% | -6.1% |
| 30D | -0.7% | +0.4% | -1.2% | -1.2% |
| 3M | -5.0% | -1.1% | -3.9% | -5.4% |
| 6M | +3.5% | +11.5% | -8.0% | -3.4% |
| YTD | -34.2% | +38.2% | -72.4% | -46.0% |
| 1Y | -27.1% | +36.7% | -63.7% | -39.9% |
| 3Y | -43.5% | +44.1% | -87.5% | -55.9% |
| 5Y | -92.9% | +34.8% | -127.7% | -94.4% |
| All | -78.3% | +231.2% | -309.5% | -86.8% |
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