+123.8%
STX vs EQNR
+89.2%
+34.6%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -6.2% | -1.9% | -9.1% |
| 7D | -20.2% | -10.2% | -10.0% | -21.7% |
| 30D | -37.2% | +1.1% | -38.3% | -36.6% |
| 3M | -34.1% | +10.3% | -44.4% | -32.2% |
| 6M | -24.5% | +5.7% | -30.1% | -23.4% |
| YTD | +102.9% | +87.2% | +15.7% | +184.6% |
| 1Y | +123.8% | +87.4% | +36.4% | +217.3% |
| All | +123.8% | +89.2% | +34.6% | +217.3% |
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