+72.2%
SMTC vs EQNR
+89.2%
-17.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.9% | -6.2% | -6.7% | -14.0% |
| 7D | -24.5% | -10.2% | -14.3% | -26.1% |
| 30D | -42.5% | +1.1% | -43.5% | -41.9% |
| 3M | -14.1% | +10.3% | -24.4% | -11.2% |
| 6M | +3.6% | +5.7% | -2.1% | +5.8% |
| YTD | +50.6% | +87.2% | -36.6% | +103.8% |
| 1Y | +72.2% | +87.4% | -15.2% | +137.0% |
| All | +72.2% | +89.2% | -17.0% | +137.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling