+2,028.7%
EQNR vs SPY
+886.7%
+1,141.9%
-68.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.5% |
| 7D | +6.4% | -0.8% | +7.2% | +7.2% |
| 30D | +10.4% | -1.1% | +11.4% | +11.3% |
| 3M | +23.1% | +3.9% | +19.2% | +17.7% |
| 6M | +36.3% | +13.6% | +22.7% | +17.8% |
| YTD | +96.0% | +12.7% | +83.3% | +70.4% |
| 1Y | +94.2% | +17.5% | +76.7% | +61.5% |
| 3Y | +75.3% | +76.9% | -1.6% | -5.7% |
| 5Y | +187.2% | +83.6% | +103.6% | +42.9% |
| 10Y | +415.5% | +320.7% | +94.8% | +10.3% |
| All | +2,028.7% | +886.7% | +1,141.9% | +104.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling