+615.9%
SMTC vs EQNR
+72.8%
+543.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.1% |
| 7D | +13.1% | +6.4% | +6.6% | +12.9% |
| 30D | +19.5% | +10.4% | +9.1% | +19.1% |
| 3M | +2.2% | +23.1% | -20.8% | +2.0% |
| 6M | +94.9% | +36.3% | +58.6% | +89.8% |
| YTD | +127.0% | +96.0% | +31.0% | +108.6% |
| 1Y | +174.6% | +94.2% | +80.3% | +152.1% |
| 3Y | +615.9% | +75.3% | +540.7% | +553.1% |
| All | +615.9% | +72.8% | +543.1% | +553.1% |
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