+87.4%
EQNR vs SPY
+14.6%
+72.8%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | +1.7% | -7.9% | -4.3% |
| 7D | -10.2% | -0.7% | -9.5% | -10.8% |
| 30D | +1.1% | -1.0% | +2.1% | +0.2% |
| 3M | +10.3% | -0.3% | +10.7% | +10.5% |
| 6M | +5.7% | +7.3% | -1.7% | +14.9% |
| YTD | +87.2% | +13.3% | +73.9% | +116.6% |
| 1Y | +87.4% | +14.8% | +72.6% | +117.4% |
| All | +87.4% | +14.6% | +72.8% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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