-39.8%
SNAP vs EQNR
+72.8%
-112.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +3.8% | +6.4% | -2.6% | +3.0% |
| 30D | +9.2% | +10.4% | -1.1% | +7.6% |
| 3M | +6.6% | +23.1% | -16.5% | +2.6% |
| 6M | +16.9% | +36.3% | -19.4% | +5.9% |
| YTD | -29.6% | +96.0% | -125.6% | -45.5% |
| 1Y | -22.1% | +94.2% | -116.3% | -39.7% |
| 3Y | -39.8% | +75.3% | -115.1% | -54.1% |
| All | -39.8% | +72.8% | -112.6% | -54.1% |
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