+102.9%
XLP vs EQIX
+234.9%
-132.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.5% | -1.2% | -0.8% |
| 7D | -1.4% | +1.3% | -2.8% | -1.8% |
| 30D | -1.3% | +0.3% | -1.6% | -1.5% |
| 3M | +1.8% | -1.6% | +3.4% | +1.9% |
| 6M | -0.8% | +12.2% | -13.0% | -4.2% |
| YTD | +9.5% | +38.0% | -28.4% | -0.2% |
| 1Y | +7.2% | +38.9% | -31.8% | -2.7% |
| 3Y | +27.1% | +43.8% | -16.7% | +11.9% |
| 5Y | +32.0% | +30.4% | +1.7% | +17.5% |
| 10Y | +102.9% | +238.6% | -135.7% | +32.7% |
| All | +102.9% | +234.9% | -132.0% | +32.7% |
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