+93.3%
SNOW vs EQNR
+72.8%
+20.5%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.4% | +6.4% | -8.9% | -2.7% |
| 30D | -1.0% | +10.4% | -11.3% | -1.5% |
| 3M | +36.9% | +23.1% | +13.8% | +35.2% |
| 6M | +83.4% | +36.3% | +47.1% | +78.6% |
| YTD | +50.0% | +96.0% | -46.0% | +41.1% |
| 1Y | +46.5% | +94.2% | -47.7% | +37.7% |
| 3Y | +93.3% | +75.3% | +18.1% | +75.1% |
| All | +93.3% | +72.8% | +20.5% | +75.1% |
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