-1.6%
SCHW vs EQNR
+84.5%
-86.1%
-22.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | +3.9% | -13.9% | +17.8% | +3.2% |
| 30D | -4.3% | +0.9% | -5.2% | -4.4% |
| 3M | -14.8% | +7.4% | -22.2% | -14.6% |
| 6M | -0.1% | +12.6% | -12.7% | +0.2% |
| YTD | -7.5% | +83.7% | -91.2% | -8.2% |
| 1Y | -1.6% | +83.3% | -85.0% | -2.0% |
| All | -1.6% | +84.5% | -86.1% | -2.0% |
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