+28.7%
SRE vs EQNR
+72.8%
-44.1%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -0.8% | +6.4% | -7.3% | -1.5% |
| 30D | -3.0% | +10.4% | -13.4% | -4.1% |
| 3M | -8.3% | +23.1% | -31.4% | -10.7% |
| 6M | -8.9% | +36.3% | -45.2% | -13.0% |
| YTD | -4.3% | +96.0% | -100.2% | -13.7% |
| 1Y | +2.7% | +94.2% | -91.5% | -7.3% |
| 3Y | +28.7% | +75.3% | -46.6% | +16.3% |
| All | +28.7% | +72.8% | -44.1% | +16.3% |
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