+479.2%
SIMO vs EQNR
+72.8%
+406.4%
-52.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -0.7% | +7.9% | +7.3% |
| 7D | +11.0% | +6.4% | +4.6% | +10.3% |
| 30D | +17.9% | +10.4% | +7.5% | +16.7% |
| 3M | +3.9% | +23.1% | -19.2% | +1.9% |
| 6M | +131.0% | +36.3% | +94.7% | +120.4% |
| YTD | +209.3% | +96.0% | +113.3% | +175.1% |
| 1Y | +223.8% | +94.2% | +129.5% | +187.8% |
| 3Y | +479.2% | +75.3% | +404.0% | +411.6% |
| All | +479.2% | +72.8% | +406.4% | +411.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling