+253.3%
STLA vs EQNR
+416.6%
-163.2%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.7% | +3.0% | +2.5% |
| 7D | -2.9% | +6.4% | -9.3% | -5.0% |
| 30D | +0.9% | +10.4% | -9.4% | -2.7% |
| 3M | -21.6% | +23.1% | -44.7% | -27.7% |
| 6M | -21.6% | +36.3% | -57.9% | -32.2% |
| YTD | -50.4% | +96.0% | -146.4% | -63.2% |
| 1Y | -43.6% | +94.2% | -137.8% | -58.1% |
| 3Y | -66.4% | +75.3% | -141.7% | -74.7% |
| 5Y | -62.3% | +187.2% | -249.5% | -78.4% |
| 10Y | +51.8% | +415.5% | -363.7% | -33.0% |
| All | +253.3% | +416.6% | -163.2% | +57.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling