-16.5%
SOUN vs EQNR
+87.1%
-103.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -7.1% | +6.4% | -13.6% | -8.1% |
| 30D | -15.4% | +10.4% | -25.8% | -16.9% |
| 3M | -10.6% | +23.1% | -33.7% | -14.4% |
| 6M | -19.6% | +36.3% | -55.9% | -27.5% |
| YTD | -37.2% | +96.0% | -133.2% | -50.6% |
| 1Y | -57.1% | +94.2% | -151.3% | -66.3% |
| 3Y | +178.2% | +75.3% | +103.0% | +122.8% |
| All | -16.5% | +87.1% | -103.6% | -40.4% |
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 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