+517.4%
SAN vs EQNR
+2,025.8%
-1,508.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +2.9% | +2.6% |
| 7D | +0.2% | +6.4% | -6.2% | -3.1% |
| 30D | +0.9% | +10.4% | -9.4% | -4.4% |
| 3M | +19.1% | +23.1% | -4.0% | +4.6% |
| 6M | +33.2% | +36.3% | -3.1% | +6.5% |
| YTD | +29.1% | +96.0% | -66.9% | -16.3% |
| 1Y | +50.2% | +94.2% | -44.0% | -2.9% |
| 3Y | +351.0% | +75.3% | +275.8% | +192.4% |
| 5Y | +394.7% | +187.2% | +207.5% | +118.0% |
| 10Y | +345.3% | +415.5% | -70.2% | +28.4% |
| All | +517.4% | +2,025.8% | -1,508.4% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling