-77.5%
SNAP vs EQNR
+347.9%
-425.3%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.3% | +4.2% | +4.0% |
| 7D | -3.2% | +5.7% | -8.9% | -4.7% |
| 30D | +0.2% | +11.3% | -11.1% | -3.1% |
| 3M | +2.6% | +21.5% | -18.9% | -4.2% |
| 6M | +12.4% | +41.8% | -29.4% | -2.6% |
| YTD | -31.6% | +97.3% | -128.9% | -47.7% |
| 1Y | -21.7% | +89.9% | -111.6% | -39.5% |
| 3Y | -41.2% | +76.9% | -118.1% | -54.0% |
| 5Y | -92.6% | +189.2% | -281.8% | -95.3% |
| All | -77.5% | +347.9% | -425.3% | -88.7% |
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 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