+59.0%
SAN vs EQNR
+87.7%
-28.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.1% | +4.1% | +1.4% |
| 7D | +3.4% | +2.7% | +0.8% | +4.2% |
| 30D | +4.0% | +10.0% | -6.0% | +6.9% |
| 3M | +23.8% | +13.5% | +10.3% | +28.7% |
| 6M | +38.1% | +39.2% | -1.1% | +41.9% |
| YTD | +29.9% | +86.6% | -56.7% | +29.7% |
| All | +59.0% | +87.7% | -28.7% | +57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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