+788.5%
XLK vs EQIX
+246.8%
+541.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | 0.0% | +0.7% |
| 7D | +0.2% | +0.2% | 0.0% | +0.1% |
| 30D | -0.6% | -2.5% | +1.8% | +0.5% |
| 3M | +2.6% | 0.0% | +2.6% | +2.2% |
| 6M | +34.0% | +7.6% | +26.3% | +29.1% |
| YTD | +30.7% | +37.5% | -6.8% | +11.7% |
| 1Y | +39.2% | +32.9% | +6.3% | +20.6% |
| 3Y | +120.4% | +42.8% | +77.7% | +80.2% |
| 5Y | +148.8% | +35.8% | +113.0% | +103.1% |
| All | +788.5% | +246.8% | +541.7% | +399.3% |
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