+146.9%
SMTC vs EQNR
+85.2%
+61.7%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -1.3% | +10.6% | +8.9% |
| 7D | +12.7% | +1.7% | +11.1% | +13.2% |
| 30D | +22.0% | +11.5% | +10.5% | +25.2% |
| 3M | -12.7% | +12.9% | -25.6% | -9.1% |
| 6M | +64.8% | +36.0% | +28.8% | +78.9% |
| YTD | +100.7% | +84.1% | +16.6% | +138.2% |
| 1Y | +146.9% | +83.8% | +63.1% | +198.3% |
| All | +146.9% | +85.2% | +61.7% | +198.3% |
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