+29.6%
SNOW vs EQNR
+324.2%
-294.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | -2.4% | +6.4% | -8.9% | -3.2% |
| 30D | -1.0% | +10.4% | -11.3% | -2.3% |
| 3M | +36.9% | +23.1% | +13.8% | +32.7% |
| 6M | +83.4% | +36.3% | +47.1% | +73.7% |
| YTD | +50.0% | +96.0% | -46.0% | +33.6% |
| 1Y | +46.5% | +94.2% | -47.7% | +30.4% |
| 3Y | +93.3% | +75.3% | +18.1% | +72.6% |
| 5Y | +3.3% | +187.2% | -183.9% | -16.7% |
| All | +29.6% | +324.2% | -294.6% | +13.3% |
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