+293.4%
SN vs EQNR
+92.3%
+201.1%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -4.0% |
| 7D | -7.2% | +5.7% | -13.0% | -7.2% |
| 30D | -13.4% | +11.3% | -24.7% | -13.4% |
| 3M | +26.8% | +21.5% | +5.3% | +26.5% |
| 6M | +44.6% | +41.8% | +2.7% | +38.4% |
| YTD | +45.3% | +97.3% | -52.0% | +28.6% |
| 1Y | +40.1% | +89.9% | -49.8% | +24.8% |
| 3Y | +375.3% | +76.9% | +298.4% | +314.1% |
| All | +293.4% | +92.3% | +201.1% | +254.2% |
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