+21.1%
STM vs EQIX
+31.3%
-10.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +1.7% | +2.3% | -0.7% | +0.3% |
| 30D | -5.2% | +0.4% | -5.6% | -5.5% |
| 3M | -29.6% | -1.1% | -28.5% | -29.6% |
| 6M | +54.4% | +11.5% | +42.9% | +44.9% |
| YTD | +99.5% | +38.2% | +61.3% | +63.9% |
| 1Y | +100.8% | +36.7% | +64.1% | +65.3% |
| 3Y | +20.2% | +44.1% | -23.9% | -6.3% |
| 5Y | +21.1% | +34.8% | -13.7% | -12.7% |
| All | +21.1% | +31.3% | -10.1% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling