+100.5%
SIMO vs EQNR
+89.2%
+11.3%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -6.2% | -3.4% | -9.9% |
| 7D | -16.9% | -10.2% | -6.7% | -17.4% |
| 30D | -35.4% | +1.1% | -36.4% | -34.8% |
| 3M | -31.9% | +10.3% | -42.2% | -30.5% |
| 6M | -19.3% | +5.7% | -25.0% | -16.7% |
| YTD | +98.5% | +87.2% | +11.3% | +135.4% |
| 1Y | +100.5% | +87.4% | +13.1% | +138.8% |
| All | +100.5% | +89.2% | +11.3% | +138.8% |
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