+3,343.4%
STX vs EQNR
+416.8%
+2,926.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.7% | -3.0% | -3.6% |
| 7D | -2.3% | +6.4% | -8.7% | -3.7% |
| 30D | -5.5% | +10.4% | -15.8% | -7.7% |
| 3M | -4.3% | +23.1% | -27.4% | -9.3% |
| 6M | +115.6% | +36.3% | +79.3% | +96.9% |
| YTD | +202.2% | +96.0% | +106.2% | +148.3% |
| 1Y | +325.3% | +94.2% | +231.1% | +248.7% |
| 3Y | +1,283.9% | +75.3% | +1,208.7% | +1,041.9% |
| 5Y | +1,048.3% | +187.2% | +861.1% | +663.0% |
| All | +3,343.4% | +416.8% | +2,926.6% | +1,760.2% |
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