+7,285.0%
STRL vs EQNR
+416.8%
+6,868.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.7% | +6.1% | +5.6% |
| 7D | +5.0% | +6.4% | -1.4% | +3.0% |
| 30D | -6.9% | +10.4% | -17.3% | -9.8% |
| 3M | -39.1% | +23.1% | -62.1% | -43.4% |
| 6M | +21.5% | +36.3% | -14.8% | +5.7% |
| YTD | +66.9% | +96.0% | -29.1% | +26.1% |
| 1Y | +61.6% | +94.2% | -32.6% | +21.5% |
| 3Y | +560.0% | +75.3% | +484.7% | +399.8% |
| 5Y | +2,238.9% | +187.2% | +2,051.6% | +1,189.3% |
| All | +7,285.0% | +416.8% | +6,868.2% | +2,993.6% |
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 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