+54.1%
SAP vs EQNR
+72.8%
-18.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.1% | +6.4% | -10.5% | -3.8% |
| 30D | +1.1% | +10.4% | -9.3% | +1.5% |
| 3M | +26.1% | +23.1% | +3.0% | +26.8% |
| 6M | +9.8% | +36.3% | -26.5% | +10.3% |
| YTD | -13.6% | +96.0% | -109.5% | -14.2% |
| 1Y | -18.7% | +94.2% | -112.9% | -19.2% |
| 3Y | +54.1% | +75.3% | -21.1% | +51.2% |
| All | +54.1% | +72.8% | -18.7% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling