+19.5%
STM vs EQNR
+72.8%
-53.3%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.6% |
| 7D | -1.4% | +6.4% | -7.8% | -1.7% |
| 30D | -4.9% | +10.4% | -15.3% | -5.4% |
| 3M | -34.0% | +23.1% | -57.1% | -34.9% |
| 6M | +51.8% | +36.3% | +15.5% | +44.5% |
| YTD | +99.4% | +96.0% | +3.4% | +73.5% |
| 1Y | +99.1% | +94.2% | +4.8% | +72.9% |
| 3Y | +19.5% | +75.3% | -55.8% | +1.6% |
| All | +19.5% | +72.8% | -53.3% | +1.6% |
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 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