+19.9%
SM vs EQNR
+416.8%
-396.9%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.7% |
| 7D | +4.6% | +6.4% | -1.9% | -4.2% |
| 30D | +18.2% | +10.4% | +7.9% | +3.1% |
| 3M | +22.5% | +23.1% | -0.6% | -8.2% |
| 6M | +50.6% | +36.3% | +14.3% | -3.7% |
| YTD | +108.1% | +96.0% | +12.1% | -21.4% |
| 1Y | +46.0% | +94.2% | -48.2% | -44.3% |
| 3Y | +2.9% | +75.3% | -72.4% | -57.6% |
| 5Y | +112.6% | +187.2% | -74.6% | -65.8% |
| All | +19.9% | +416.8% | -396.9% | -88.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling