+50.2%
SAN vs EQNR
+93.1%
-42.9%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.1% |
| 7D | +0.2% | +6.4% | -6.2% | +2.0% |
| 30D | +0.9% | +10.4% | -9.4% | +3.9% |
| 3M | +19.1% | +23.1% | -4.0% | +26.8% |
| 6M | +33.2% | +36.3% | -3.1% | +39.6% |
| YTD | +29.1% | +96.0% | -66.9% | +31.4% |
| 1Y | +50.2% | +94.2% | -44.0% | +52.4% |
| All | +50.2% | +93.1% | -42.9% | +52.4% |
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