+194.4%
SIMO vs EQNR
+87.7%
+106.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -3.0% |
| 7D | -7.6% | +2.7% | -10.3% | -7.4% |
| 30D | -12.0% | +10.0% | -22.0% | -11.3% |
| 3M | -23.0% | +13.5% | -36.5% | -20.9% |
| 6M | +98.2% | +39.2% | +58.9% | +105.4% |
| YTD | +156.3% | +86.6% | +69.7% | +179.6% |
| All | +194.4% | +87.7% | +106.6% | +225.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling