+27.2%
SITM vs EQNR
+86.3%
-59.1%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -0.6% | -11.4% | -12.1% |
| 7D | -27.3% | -10.6% | -16.7% | -28.9% |
| 30D | -50.1% | -1.1% | -49.0% | -49.9% |
| 3M | -34.6% | +12.6% | -47.3% | -32.3% |
| 6M | -40.5% | +4.9% | -45.4% | -38.1% |
| YTD | +0.5% | +86.1% | -85.6% | 0.0% |
| 1Y | +27.2% | +87.5% | -60.3% | +28.1% |
| All | +27.2% | +86.3% | -59.1% | +28.1% |
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 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