+165.5%
SITM vs EQNR
+85.2%
+80.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.9% | +6.3% |
| 7D | +9.7% | +1.7% | +8.0% | +10.1% |
| 30D | +12.7% | +11.5% | +1.2% | +15.1% |
| 3M | -13.4% | +12.9% | -26.3% | -10.1% |
| 6M | +59.6% | +36.0% | +23.7% | +61.0% |
| YTD | +73.3% | +84.1% | -10.8% | +70.0% |
| 1Y | +165.5% | +83.8% | +81.8% | +164.2% |
| All | +165.5% | +85.2% | +80.3% | +164.2% |
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