+83.8%
EQNR vs SFM
-41.4%
+125.2%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.9% | -4.2% | -1.5% |
| 7D | +1.7% | -0.1% | +1.8% | +1.7% |
| 30D | +11.5% | -4.4% | +15.8% | +11.7% |
| 3M | +12.9% | +1.5% | +11.4% | +12.6% |
| 6M | +36.0% | +6.5% | +29.5% | +35.1% |
| YTD | +84.1% | +2.2% | +81.9% | +82.7% |
| 1Y | +83.8% | -41.9% | +125.6% | +67.3% |
| All | +83.8% | -41.4% | +125.2% | +67.3% |
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