+294.9%
SCHW vs EQNR
+416.8%
-121.9%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -1.9% | +6.4% | -8.3% | -3.8% |
| 30D | -1.6% | +10.4% | -12.0% | -4.8% |
| 3M | +21.3% | +23.1% | -1.8% | +12.4% |
| 6M | +16.5% | +36.3% | -19.8% | +2.8% |
| YTD | +8.4% | +96.0% | -87.6% | -16.4% |
| 1Y | +15.6% | +94.2% | -78.6% | -11.0% |
| 3Y | +86.8% | +75.3% | +11.6% | +44.3% |
| 5Y | +60.5% | +187.2% | -126.7% | -8.6% |
| All | +294.9% | +416.8% | -121.9% | +66.1% |
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