+178.2%
SOUN vs EQNR
+72.8%
+105.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.4% |
| 7D | -7.1% | +6.4% | -13.6% | -6.8% |
| 30D | -15.4% | +10.4% | -25.8% | -15.0% |
| 3M | -10.6% | +23.1% | -33.7% | -9.7% |
| 6M | -19.6% | +36.3% | -55.9% | -21.4% |
| YTD | -37.2% | +96.0% | -133.2% | -43.2% |
| 1Y | -57.1% | +94.2% | -151.3% | -61.1% |
| 3Y | +178.2% | +75.3% | +103.0% | +161.4% |
| All | +178.2% | +72.8% | +105.4% | +161.4% |
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