+233.5%
SPOT vs EQIX
+42.6%
+190.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.5% |
| 7D | -3.1% | +0.2% | -3.2% | -3.1% |
| 30D | +7.4% | -2.5% | +9.9% | +7.8% |
| 3M | +8.2% | 0.0% | +8.2% | +7.9% |
| 6M | +2.2% | +7.6% | -5.4% | +0.4% |
| YTD | -9.5% | +37.5% | -47.0% | -17.3% |
| 1Y | -23.8% | +32.9% | -56.7% | -29.8% |
| 3Y | +233.5% | +42.8% | +190.7% | +210.4% |
| All | +233.5% | +42.6% | +190.8% | +210.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling