-100.0%
SQQQ vs EQIX
+246.8%
-346.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -3.9% | -0.9% |
| 7D | +1.8% | +0.2% | +1.6% | +2.1% |
| 30D | +4.2% | -2.5% | +6.6% | +1.4% |
| 3M | -3.3% | 0.0% | -3.2% | -2.3% |
| 6M | -43.6% | +7.6% | -51.3% | -36.6% |
| YTD | -41.9% | +37.5% | -79.4% | -10.9% |
| 1Y | -50.6% | +32.9% | -83.5% | -27.1% |
| 3Y | -89.3% | +42.8% | -132.1% | -79.4% |
| 5Y | -94.8% | +35.8% | -130.6% | -86.7% |
| All | -100.0% | +246.8% | -346.7% | -99.6% |
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 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