+409.3%
EQNR vs SNY
+64.5%
+344.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +6.4% | -3.3% | +9.8% | +7.4% |
| 30D | +10.4% | -2.2% | +12.5% | +10.9% |
| 3M | +23.1% | -3.0% | +26.1% | +23.8% |
| 6M | +36.3% | +2.7% | +33.6% | +34.2% |
| YTD | +96.0% | -6.8% | +102.8% | +98.3% |
| 1Y | +94.2% | -5.3% | +99.5% | +94.8% |
| 3Y | +75.3% | -9.8% | +85.0% | +73.4% |
| 5Y | +187.2% | +9.7% | +177.5% | +152.8% |
| All | +409.3% | +64.5% | +344.8% | +299.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling