-11.3%
SIRI vs EQNR
+416.8%
-428.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.1% |
| 7D | +0.6% | +6.4% | -5.9% | -0.8% |
| 30D | +2.5% | +10.4% | -7.9% | +0.2% |
| 3M | +6.6% | +23.1% | -16.5% | +1.1% |
| 6M | +32.9% | +36.3% | -3.4% | +21.6% |
| YTD | +50.5% | +96.0% | -45.5% | +25.0% |
| 1Y | +28.0% | +94.2% | -66.3% | +6.2% |
| 3Y | -22.4% | +75.3% | -97.7% | -35.0% |
| 5Y | -41.3% | +187.2% | -228.5% | -59.1% |
| All | -11.3% | +416.8% | -428.1% | -51.1% |
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