+164.3%
SLV vs EQNR
+183.4%
-19.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.2% |
| 7D | -2.8% | +6.4% | -9.3% | -3.7% |
| 30D | -1.6% | +10.4% | -11.9% | -3.0% |
| 3M | -4.4% | +23.1% | -27.5% | -7.6% |
| 6M | -25.4% | +36.3% | -61.7% | -30.7% |
| YTD | -9.8% | +96.0% | -105.7% | -23.0% |
| 1Y | +53.8% | +94.2% | -40.4% | +31.0% |
| 3Y | +174.7% | +75.3% | +99.4% | +136.2% |
| All | +164.3% | +183.4% | -19.1% | +93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling