+664.5%
STM vs EQIX
+240.6%
+423.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.7% | +2.3% | -0.7% | +0.4% |
| 30D | -5.2% | +0.4% | -5.6% | -5.5% |
| 3M | -29.6% | -1.1% | -28.5% | -29.5% |
| 6M | +54.4% | +11.5% | +42.9% | +46.1% |
| YTD | +99.5% | +38.2% | +61.3% | +68.1% |
| 1Y | +100.8% | +36.7% | +64.1% | +69.6% |
| 3Y | +20.2% | +44.1% | -23.9% | -2.5% |
| 5Y | +21.1% | +34.8% | -13.7% | -1.3% |
| 10Y | +664.5% | +248.8% | +415.7% | +348.3% |
| All | +664.5% | +240.6% | +423.9% | +348.3% |
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