+54.5%
SAP vs EQNR
+183.4%
-128.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | -4.1% | +6.4% | -10.5% | -4.1% |
| 30D | +1.1% | +10.4% | -9.3% | +1.0% |
| 3M | +26.1% | +23.1% | +3.0% | +25.6% |
| 6M | +9.8% | +36.3% | -26.5% | +8.7% |
| YTD | -13.6% | +96.0% | -109.5% | -16.1% |
| 1Y | -18.7% | +94.2% | -112.9% | -21.0% |
| 3Y | +54.1% | +75.3% | -21.1% | +49.5% |
| All | +54.5% | +183.4% | -128.8% | +45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling