-14.4%
SMR vs EQNR
+93.6%
-108.0%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | -0.7% | -15.0% | -15.5% |
| 7D | -11.2% | +6.4% | -17.7% | -12.3% |
| 30D | -10.2% | +10.4% | -20.6% | -12.1% |
| 3M | -10.0% | +23.1% | -33.1% | -14.8% |
| 6M | -30.5% | +36.3% | -66.7% | -38.8% |
| YTD | -39.2% | +96.0% | -135.2% | -54.3% |
| 1Y | -75.5% | +94.2% | -169.7% | -81.7% |
| 3Y | +45.4% | +75.3% | -29.8% | +11.3% |
| All | -14.4% | +93.6% | -108.0% | -35.9% |
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 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