+328.5%
EQNR vs SFM
+107.9%
+220.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -0.8% |
| 7D | +6.4% | -10.6% | +17.1% | +7.7% |
| 30D | +10.4% | -15.5% | +25.8% | +12.2% |
| 3M | +23.1% | -17.4% | +40.5% | +25.3% |
| 6M | +36.3% | -3.4% | +39.7% | +35.8% |
| YTD | +96.0% | -8.7% | +104.6% | +96.3% |
| 1Y | +94.2% | -47.2% | +141.4% | +106.1% |
| 3Y | +75.3% | +82.7% | -7.5% | +55.5% |
| 5Y | +187.2% | +214.3% | -27.1% | +130.4% |
| 10Y | +415.5% | +271.2% | +144.3% | +281.2% |
| All | +328.5% | +107.9% | +220.6% | +241.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling