+3,476.8%
STX vs EQIX
+242.1%
+3,234.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.8% | -0.8% | -1.9% |
| 7D | +8.0% | -1.6% | +9.6% | +8.7% |
| 30D | +5.1% | -0.4% | +5.5% | +5.5% |
| 3M | +5.8% | -0.9% | +6.7% | +6.4% |
| 6M | +124.9% | +8.1% | +116.8% | +119.0% |
| YTD | +213.9% | +35.7% | +178.2% | +179.7% |
| 1Y | +350.4% | +34.0% | +316.4% | +302.0% |
| 3Y | +1,314.2% | +41.4% | +1,272.8% | +1,121.3% |
| 5Y | +1,092.8% | +34.0% | +1,058.8% | +922.2% |
| All | +3,476.8% | +242.1% | +3,234.7% | +2,104.7% |
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 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