-66.4%
STLA vs EQNR
+72.8%
-139.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.3% |
| 7D | -2.9% | +6.4% | -9.3% | -3.1% |
| 30D | +0.9% | +10.4% | -9.4% | +0.5% |
| 3M | -21.6% | +23.1% | -44.7% | -22.5% |
| 6M | -21.6% | +36.3% | -57.9% | -25.3% |
| YTD | -50.4% | +96.0% | -146.4% | -57.2% |
| 1Y | -43.6% | +94.2% | -137.8% | -51.2% |
| 3Y | -66.4% | +75.3% | -141.7% | -71.3% |
| All | -66.4% | +72.8% | -139.2% | -71.3% |
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