-52.6%
STLA vs EQNR
+89.2%
-141.9%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -6.2% | +10.0% | +2.1% |
| 7D | -0.6% | -10.2% | +9.6% | -3.3% |
| 30D | +3.6% | +1.1% | +2.5% | +4.2% |
| 3M | -20.6% | +10.3% | -31.0% | -17.9% |
| 6M | -34.3% | +5.7% | -40.0% | -33.1% |
| YTD | -57.3% | +87.2% | -144.5% | -54.5% |
| 1Y | -52.6% | +87.4% | -140.1% | -49.2% |
| All | -52.6% | +89.2% | -141.9% | -49.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling