+318.0%
SPYM vs EQIX
+246.8%
+71.3%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.5% | +0.4% |
| 7D | -0.8% | +0.2% | -0.9% | -0.8% |
| 30D | -1.1% | -2.5% | +1.4% | -0.3% |
| 3M | +3.9% | 0.0% | +3.9% | +3.5% |
| 6M | +13.6% | +7.6% | +6.0% | +10.1% |
| YTD | +12.7% | +37.5% | -24.8% | -0.5% |
| 1Y | +17.6% | +32.9% | -15.3% | +4.8% |
| 3Y | +77.2% | +42.8% | +34.5% | +50.7% |
| 5Y | +84.1% | +35.8% | +48.3% | +55.7% |
| All | +318.0% | +246.8% | +71.3% | +163.8% |
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