+59.5%
SCHW vs EQNR
+183.4%
-123.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -1.9% | +6.4% | -8.3% | -2.6% |
| 30D | -1.6% | +10.4% | -12.0% | -2.8% |
| 3M | +21.3% | +23.1% | -1.8% | +18.0% |
| 6M | +16.5% | +36.3% | -19.8% | +11.0% |
| YTD | +8.4% | +96.0% | -87.6% | -2.5% |
| 1Y | +15.6% | +94.2% | -78.6% | +4.0% |
| 3Y | +86.8% | +75.3% | +11.6% | +69.0% |
| All | +59.5% | +183.4% | -123.9% | +24.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling