+2,028.7%
EQNR vs SBAC
+975.0%
+1,053.7%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.0% |
| 7D | +6.4% | -2.1% | +8.5% | +6.7% |
| 30D | +10.4% | +2.0% | +8.4% | +10.0% |
| 3M | +23.1% | -8.3% | +31.4% | +24.3% |
| 6M | +36.3% | +0.3% | +36.0% | +35.5% |
| YTD | +96.0% | -2.2% | +98.2% | +95.3% |
| 1Y | +94.2% | -4.6% | +98.9% | +94.1% |
| 3Y | +75.3% | -8.3% | +83.5% | +74.4% |
| 5Y | +187.2% | -42.8% | +230.1% | +201.1% |
| 10Y | +415.5% | +85.6% | +329.8% | +362.3% |
| All | +2,028.7% | +975.0% | +1,053.7% | +1,452.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling