+99.6%
STM vs EQNR
+85.2%
+14.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +1.5% |
| 7D | +5.8% | +1.7% | +4.1% | +6.2% |
| 30D | -1.0% | +11.5% | -12.5% | +1.8% |
| 3M | -33.3% | +12.9% | -46.1% | -30.6% |
| 6M | +57.4% | +36.0% | +21.4% | +65.5% |
| YTD | +102.2% | +84.1% | +18.1% | +117.8% |
| 1Y | +99.6% | +83.8% | +15.8% | +115.3% |
| All | +99.6% | +85.2% | +14.4% | +115.3% |
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 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