+280.4%
SHW vs EQNR
+416.8%
-136.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | -3.1% | +6.4% | -9.6% | -3.8% |
| 30D | -10.0% | +10.4% | -20.4% | -11.0% |
| 3M | +2.3% | +23.1% | -20.8% | -0.5% |
| 6M | +0.7% | +36.3% | -35.6% | -4.4% |
| YTD | +0.5% | +96.0% | -95.5% | -10.2% |
| 1Y | -11.5% | +94.2% | -105.7% | -20.9% |
| 3Y | +21.3% | +75.3% | -53.9% | +8.5% |
| 5Y | +12.5% | +187.2% | -174.7% | -13.9% |
| All | +280.4% | +416.8% | -136.4% | +123.0% |
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 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