+75.3%
EQNR vs SBAC
-9.4%
+84.6%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -0.9% |
| 7D | +6.4% | -2.1% | +8.5% | +6.6% |
| 30D | +10.4% | +2.0% | +8.4% | +10.1% |
| 3M | +23.1% | -8.3% | +31.4% | +23.7% |
| 6M | +36.3% | +0.3% | +36.0% | +35.3% |
| YTD | +96.0% | -2.2% | +98.2% | +94.5% |
| 1Y | +94.2% | -4.6% | +98.9% | +93.1% |
| 3Y | +75.3% | -8.3% | +83.5% | +81.1% |
| All | +75.3% | -9.4% | +84.6% | +81.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling