+83.8%
EQNR vs SBAC
-3.2%
+87.0%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.3% | -1.2% |
| 7D | +1.7% | -0.8% | +2.5% | +1.8% |
| 30D | +11.5% | +6.9% | +4.5% | +10.7% |
| 3M | +12.9% | -8.2% | +21.1% | +13.0% |
| 6M | +36.0% | -1.6% | +37.6% | +34.1% |
| YTD | +84.1% | -0.1% | +84.2% | +78.5% |
| 1Y | +83.8% | -0.5% | +84.2% | +79.8% |
| All | +83.8% | -3.2% | +87.0% | +79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 1y: compounded portfolio wealth divided by compounded SBAC 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…
1y analysis · Full analysis span regression · 6 months rolling