+29.6%
SNOW vs EQIX
+49.5%
-19.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -2.4% | +0.2% | -2.6% | -2.6% |
| 30D | -1.0% | -2.5% | +1.5% | +0.5% |
| 3M | +36.9% | 0.0% | +36.9% | +35.8% |
| 6M | +83.4% | +7.6% | +75.7% | +72.2% |
| YTD | +50.0% | +37.5% | +12.5% | +18.2% |
| 1Y | +46.5% | +32.9% | +13.6% | +17.9% |
| 3Y | +93.3% | +42.8% | +50.6% | +42.6% |
| 5Y | +3.3% | +35.8% | -32.5% | -25.0% |
| All | +29.6% | +49.5% | -19.9% | -20.1% |
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