+77.7%
SPY vs EQIX
+47.7%
+30.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.8% | +1.4% | +0.1% |
| 7D | +2.6% | +4.1% | -1.5% | +1.5% |
| 30D | -2.0% | +5.8% | -7.8% | -3.4% |
| 3M | -2.8% | -1.4% | -1.4% | -2.6% |
| 6M | +2.1% | -1.2% | +3.4% | +2.1% |
| YTD | +11.5% | +39.6% | -28.2% | +0.7% |
| 1Y | +13.5% | +36.8% | -23.4% | +3.1% |
| 3Y | +77.7% | +47.3% | +30.4% | +56.5% |
| All | +77.7% | +47.7% | +30.0% | +56.5% |
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