+75.3%
EQNR vs SFM
+82.1%
-6.8%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.7% |
| 7D | +6.4% | -10.6% | +17.1% | +6.9% |
| 30D | +10.4% | -15.5% | +25.8% | +11.2% |
| 3M | +23.1% | -17.4% | +40.5% | +24.1% |
| 6M | +36.3% | -3.4% | +39.7% | +36.0% |
| YTD | +96.0% | -8.7% | +104.6% | +95.9% |
| 1Y | +94.2% | -47.2% | +141.4% | +98.4% |
| 3Y | +75.3% | +82.7% | -7.5% | +58.4% |
| All | +75.3% | +82.1% | -6.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling