+96.5%
STM vs EQNR
+89.2%
+7.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -6.2% | +0.1% | -7.5% |
| 7D | -6.0% | -10.2% | +4.2% | -8.5% |
| 30D | -20.9% | +1.1% | -22.0% | -20.5% |
| 3M | -15.8% | +10.3% | -26.1% | -13.0% |
| 6M | -17.0% | +5.7% | -22.7% | -14.3% |
| YTD | +76.8% | +87.2% | -10.4% | +85.7% |
| 1Y | +96.5% | +87.4% | +9.1% | +107.6% |
| All | +96.5% | +89.2% | +7.3% | +107.6% |
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