+182.0%
EQNR vs SPY
+82.3%
+99.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | +6.4% | -0.8% | +7.2% | +6.7% |
| 30D | +10.4% | -1.1% | +11.4% | +10.7% |
| 3M | +23.1% | +3.9% | +19.2% | +21.2% |
| 6M | +36.3% | +13.6% | +22.7% | +29.1% |
| YTD | +96.0% | +12.7% | +83.3% | +86.2% |
| 1Y | +94.2% | +17.5% | +76.7% | +80.8% |
| 3Y | +75.3% | +76.9% | -1.6% | +33.4% |
| All | +182.0% | +82.3% | +99.8% | +107.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling