+168.6%
STM vs EQNR
+2,040.5%
-1,872.0%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.3% | -1.3% | -1.5% |
| 7D | -1.1% | +5.7% | -6.8% | -3.4% |
| 30D | -7.8% | +11.3% | -19.1% | -12.1% |
| 3M | -28.2% | +21.5% | -49.7% | -35.2% |
| 6M | +52.0% | +41.8% | +10.1% | +25.3% |
| YTD | +96.4% | +97.3% | -0.9% | +38.3% |
| 1Y | +98.8% | +89.9% | +8.9% | +41.4% |
| 3Y | +18.3% | +76.9% | -58.6% | -16.0% |
| 5Y | +17.7% | +189.2% | -171.5% | -38.7% |
| 10Y | +652.5% | +419.0% | +233.5% | +177.1% |
| All | +168.6% | +2,040.5% | -1,872.0% | -45.7% |
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 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