+179.3%
SCCO vs EQNR
+72.8%
+106.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -2.7% | +6.4% | -9.1% | -3.6% |
| 30D | -0.7% | +10.4% | -11.1% | -2.2% |
| 3M | +8.1% | +23.1% | -15.0% | +4.2% |
| 6M | +4.1% | +36.3% | -32.2% | -6.4% |
| YTD | +41.1% | +96.0% | -54.8% | +8.8% |
| 1Y | +95.6% | +94.2% | +1.3% | +50.5% |
| 3Y | +179.3% | +75.3% | +104.0% | +116.3% |
| All | +179.3% | +72.8% | +106.4% | +116.3% |
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 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