+44.6%
SMCI vs EQNR
+72.8%
-28.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | -0.7% | +8.0% | +7.3% |
| 7D | +1.3% | +6.4% | -5.2% | +0.7% |
| 30D | +6.6% | +10.4% | -3.7% | +5.6% |
| 3M | +25.4% | +23.1% | +2.3% | +22.7% |
| 6M | +26.1% | +36.3% | -10.1% | +14.6% |
| YTD | +37.0% | +96.0% | -59.0% | +8.1% |
| 1Y | -8.8% | +94.2% | -103.0% | -28.1% |
| 3Y | +44.6% | +75.3% | -30.7% | +13.0% |
| All | +44.6% | +72.8% | -28.2% | +13.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling