+83.1%
SPY vs EQNR
+183.4%
-100.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +0.9% |
| 7D | -0.8% | +6.4% | -7.2% | -1.3% |
| 30D | -1.1% | +10.4% | -11.4% | -1.9% |
| 3M | +3.9% | +23.1% | -19.2% | +1.9% |
| 6M | +13.6% | +36.3% | -22.7% | +9.4% |
| YTD | +12.7% | +96.0% | -83.3% | +3.3% |
| 1Y | +17.5% | +94.2% | -76.7% | +7.7% |
| 3Y | +76.9% | +75.3% | +1.6% | +62.5% |
| All | +83.1% | +183.4% | -100.3% | +59.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling