+3.5%
SCHG vs EQNR
+77.2%
-73.7%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -2.1% | +4.9% | +2.5% |
| 7D | +0.3% | -9.4% | +9.7% | -1.2% |
| 30D | -7.2% | -4.4% | -2.8% | -7.7% |
| 3M | -4.7% | +6.7% | -11.3% | -3.3% |
| 6M | +0.1% | +14.3% | -14.2% | +2.8% |
| YTD | +4.8% | +79.9% | -75.1% | +9.4% |
| All | +3.5% | +77.2% | -73.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling