+572.5%
SNPS vs EQNR
+416.8%
+155.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.7% | +0.2% |
| 7D | +0.9% | +6.4% | -5.5% | -0.1% |
| 30D | -3.6% | +10.4% | -14.0% | -5.2% |
| 3M | -12.9% | +23.1% | -36.0% | -16.2% |
| 6M | -8.2% | +36.3% | -44.5% | -14.1% |
| YTD | -15.4% | +96.0% | -111.4% | -26.3% |
| 1Y | -9.3% | +94.2% | -103.5% | -21.1% |
| 3Y | -14.0% | +75.3% | -89.2% | -25.1% |
| 5Y | +19.5% | +187.2% | -167.7% | -11.4% |
| All | +572.5% | +416.8% | +155.7% | +304.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling