+54.9%
SCHD vs EQNR
+72.8%
-17.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +0.5% |
| 7D | -2.0% | +6.4% | -8.4% | -2.6% |
| 30D | -0.4% | +10.4% | -10.8% | -1.5% |
| 3M | +5.7% | +23.1% | -17.4% | +3.0% |
| 6M | +11.9% | +36.3% | -24.4% | +6.5% |
| YTD | +26.4% | +96.0% | -69.5% | +13.1% |
| 1Y | +27.6% | +94.2% | -66.6% | +14.1% |
| 3Y | +54.9% | +75.3% | -20.3% | +38.5% |
| All | +54.9% | +72.8% | -17.9% | +38.5% |
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