+447.8%
SCHG vs EQNR
+416.8%
+31.0%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -1.0% | +6.4% | -7.5% | -2.3% |
| 30D | -1.3% | +10.4% | -11.6% | -3.2% |
| 3M | +5.4% | +23.1% | -17.6% | +0.6% |
| 6M | +14.4% | +36.3% | -21.9% | +5.6% |
| YTD | +8.0% | +96.0% | -87.9% | -8.7% |
| 1Y | +12.7% | +94.2% | -81.5% | -4.8% |
| 3Y | +85.6% | +75.3% | +10.3% | +57.5% |
| 5Y | +85.5% | +187.2% | -101.7% | +30.5% |
| All | +447.8% | +416.8% | +31.0% | +209.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling