+47.4%
SGI vs EQNR
+183.4%
-136.0%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.0% |
| 7D | -4.5% | +6.4% | -10.9% | -4.4% |
| 30D | +4.2% | +10.4% | -6.2% | +4.2% |
| 3M | -7.4% | +23.1% | -30.5% | -7.5% |
| 6M | -15.1% | +36.3% | -51.3% | -16.9% |
| YTD | -24.7% | +96.0% | -120.7% | -29.8% |
| 1Y | -21.8% | +94.2% | -116.0% | -27.1% |
| 3Y | +50.0% | +75.3% | -25.2% | +40.0% |
| All | +47.4% | +183.4% | -136.0% | +29.5% |
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