+98.3%
SPYG vs EQNR
+72.8%
+25.5%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.7% | +1.5% | +0.8% |
| 7D | -0.9% | +6.4% | -7.3% | -0.9% |
| 30D | -1.5% | +10.4% | -11.9% | -1.6% |
| 3M | +3.7% | +23.1% | -19.4% | +3.5% |
| 6M | +16.4% | +36.3% | -19.9% | +14.1% |
| YTD | +13.3% | +96.0% | -82.6% | +6.4% |
| 1Y | +17.9% | +94.2% | -76.4% | +10.6% |
| 3Y | +98.3% | +75.3% | +23.1% | +84.3% |
| All | +98.3% | +72.8% | +25.5% | +84.3% |
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 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