+549.6%
XLP vs EQIX
+246.9%
+302.7%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.0% | -0.8% | -0.2% | -1.0% |
| 30D | -0.9% | -1.4% | +0.6% | -0.8% |
| 3M | +3.8% | -4.4% | +8.2% | +4.0% |
| 6M | -1.7% | +7.9% | -9.7% | -2.2% |
| YTD | +10.3% | +37.3% | -27.0% | +8.3% |
| 1Y | +7.8% | +37.8% | -30.0% | +5.9% |
| 3Y | +27.2% | +42.0% | -14.8% | +24.4% |
| 5Y | +32.5% | +29.6% | +2.9% | +29.8% |
| 10Y | +101.8% | +238.3% | -136.5% | +89.7% |
| All | +549.6% | +246.9% | +302.7% | +468.9% |
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