+32.1%
SNOW vs EQIX
+50.0%
-17.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | +4.9% | +1.3% | +3.6% | +4.3% |
| 30D | +1.5% | +0.3% | +1.2% | +1.2% |
| 3M | +39.5% | -1.6% | +41.1% | +39.8% |
| 6M | +85.9% | +12.2% | +73.7% | +70.1% |
| YTD | +52.9% | +38.0% | +15.0% | +20.3% |
| 1Y | +48.1% | +38.9% | +9.2% | +15.6% |
| 3Y | +102.2% | +43.8% | +58.3% | +48.4% |
| 5Y | +5.5% | +30.4% | -24.9% | -21.6% |
| All | +32.1% | +50.0% | -17.9% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling