+12.0%
SHW vs EQNR
+183.4%
-171.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | -3.1% | +6.4% | -9.6% | -2.7% |
| 30D | -10.0% | +10.4% | -20.4% | -9.4% |
| 3M | +2.3% | +23.1% | -20.8% | +3.7% |
| 6M | +0.7% | +36.3% | -35.6% | +1.7% |
| YTD | +0.5% | +96.0% | -95.5% | +0.9% |
| 1Y | -11.5% | +94.2% | -105.7% | -11.2% |
| 3Y | +21.3% | +75.3% | -53.9% | +21.5% |
| All | +12.0% | +183.4% | -171.4% | +12.7% |
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