-22.8%
SNAP vs EQNR
+85.2%
-108.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.3% | -2.7% | -4.4% |
| 7D | +0.7% | +1.7% | -1.0% | +1.3% |
| 30D | +2.6% | +11.5% | -8.8% | +5.9% |
| 3M | -9.9% | +12.9% | -22.8% | -6.4% |
| 6M | +1.9% | +36.0% | -34.1% | +6.9% |
| YTD | -32.2% | +84.1% | -116.3% | -27.8% |
| 1Y | -22.8% | +83.8% | -106.6% | -17.7% |
| All | -22.8% | +85.2% | -108.1% | -17.7% |
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