+87.4%
EQNR vs SFM
-35.8%
+123.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +3.6% | -9.8% | -6.2% |
| 7D | -10.2% | -12.3% | +2.1% | -9.6% |
| 30D | +1.1% | -16.2% | +17.3% | +1.8% |
| 3M | +10.3% | -36.8% | +47.1% | +13.1% |
| 6M | +5.7% | -32.6% | +38.2% | +7.4% |
| YTD | +87.2% | -31.7% | +118.9% | +89.8% |
| 1Y | +87.4% | -35.0% | +122.4% | +89.1% |
| All | +87.4% | -35.8% | +123.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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