+1,111.5%
STLD vs EQNR
+416.8%
+694.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.4% |
| 7D | -0.9% | +6.4% | -7.4% | -3.7% |
| 30D | -8.9% | +10.4% | -19.2% | -13.1% |
| 3M | -14.0% | +23.1% | -37.1% | -22.6% |
| 6M | +30.8% | +36.3% | -5.5% | +9.1% |
| YTD | +42.3% | +96.0% | -53.7% | -1.5% |
| 1Y | +81.1% | +94.2% | -13.1% | +25.1% |
| 3Y | +149.2% | +75.3% | +73.9% | +73.7% |
| 5Y | +292.9% | +187.2% | +105.7% | +88.1% |
| All | +1,111.5% | +416.8% | +694.7% | +319.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling