+32.1%
SWKS vs EQIX
+257.3%
-225.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.4% |
| 7D | -6.2% | -0.1% | -6.1% | -6.3% |
| 30D | -1.5% | -1.8% | +0.4% | -0.9% |
| 3M | +23.0% | -3.4% | +26.3% | +24.4% |
| 6M | +27.6% | -6.0% | +33.6% | +30.7% |
| YTD | +32.3% | +34.2% | -1.9% | +12.1% |
| 1Y | +20.1% | +26.2% | -6.1% | +4.9% |
| 3Y | +0.6% | +41.7% | -41.0% | -19.3% |
| 5Y | -42.3% | +43.1% | -85.4% | -55.1% |
| All | +32.1% | +257.3% | -225.2% | -31.3% |
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