+56.5%
STM vs EQIX
+246.9%
-190.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.3% | +2.0% |
| 7D | +5.8% | -0.8% | +6.6% | +5.9% |
| 30D | -1.0% | -1.4% | +0.4% | -0.8% |
| 3M | -33.3% | -4.4% | -28.8% | -32.8% |
| 6M | +57.4% | +7.9% | +49.4% | +55.5% |
| YTD | +102.2% | +37.3% | +64.9% | +91.4% |
| 1Y | +99.6% | +37.8% | +61.8% | +88.6% |
| 3Y | +14.5% | +42.0% | -27.5% | +7.7% |
| 5Y | +21.4% | +29.6% | -8.3% | +15.7% |
| 10Y | +695.0% | +238.3% | +456.6% | +553.2% |
| All | +56.5% | +246.9% | -190.4% | -2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling