+10.3%
SLV vs EQNR
+89.2%
-78.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -6.2% | +11.4% | +4.1% |
| 7D | -3.9% | -10.2% | +6.3% | -5.4% |
| 30D | -14.5% | +1.1% | -15.5% | -14.4% |
| 3M | -12.4% | +10.3% | -22.7% | -10.9% |
| 6M | -28.5% | +5.7% | -34.1% | -28.1% |
| YTD | -26.8% | +87.2% | -114.0% | -31.6% |
| 1Y | +10.3% | +87.4% | -77.1% | +2.6% |
| All | +10.3% | +89.2% | -78.9% | +2.6% |
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 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