+522.6%
SMTC vs EQNR
+2,025.8%
-1,503.2%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.3% |
| 7D | +13.1% | +6.4% | +6.6% | +10.8% |
| 30D | +19.5% | +10.4% | +9.1% | +15.6% |
| 3M | +2.2% | +23.1% | -20.8% | -5.6% |
| 6M | +94.9% | +36.3% | +58.6% | +70.5% |
| YTD | +127.0% | +96.0% | +31.0% | +73.3% |
| 1Y | +174.6% | +94.2% | +80.3% | +109.0% |
| 3Y | +615.9% | +75.3% | +540.7% | +449.3% |
| 5Y | +125.6% | +187.2% | -61.6% | +37.2% |
| 10Y | +540.5% | +415.5% | +125.0% | +203.3% |
| All | +522.6% | +2,025.8% | -1,503.2% | +62.3% |
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 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