+316.3%
SLV vs EQNR
+309.4%
+6.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.3% | -5.0% | -5.2% |
| 7D | -5.0% | +5.7% | -10.8% | -6.4% |
| 30D | -1.8% | +11.3% | -13.1% | -4.6% |
| 3M | -0.3% | +21.5% | -21.8% | -5.9% |
| 6M | -28.2% | +41.8% | -70.0% | -36.3% |
| YTD | -10.7% | +97.3% | -108.1% | -27.8% |
| 1Y | +53.7% | +89.9% | -36.2% | +25.1% |
| 3Y | +173.7% | +76.9% | +96.8% | +123.6% |
| 5Y | +161.5% | +189.2% | -27.7% | +79.3% |
| 10Y | +217.5% | +419.0% | -201.5% | +66.8% |
| All | +316.3% | +309.4% | +6.9% | +103.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling