+686.9%
SEI vs EQNR
+347.3%
+339.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.5% |
| 7D | +22.6% | +6.4% | +16.1% | +18.1% |
| 30D | +9.1% | +10.4% | -1.3% | +2.3% |
| 3M | -11.3% | +23.1% | -34.4% | -24.8% |
| 6M | +22.0% | +36.3% | -14.3% | -7.0% |
| YTD | +47.3% | +96.0% | -48.7% | -14.8% |
| 1Y | +124.8% | +94.2% | +30.5% | +28.5% |
| 3Y | +591.3% | +75.3% | +516.0% | +310.0% |
| 5Y | +1,008.2% | +187.2% | +821.0% | +316.9% |
| All | +686.9% | +347.3% | +339.6% | +108.1% |
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