+16,258.7%
STX vs EQNR
+1,932.1%
+14,326.6%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.6% |
| 7D | +8.0% | +5.7% | +2.2% | +5.9% |
| 30D | +5.1% | +11.3% | -6.2% | +1.1% |
| 3M | +5.8% | +21.5% | -15.7% | -2.0% |
| 6M | +124.9% | +41.8% | +83.1% | +94.4% |
| YTD | +213.9% | +97.3% | +116.6% | +137.9% |
| 1Y | +350.4% | +89.9% | +260.5% | +243.8% |
| 3Y | +1,314.2% | +76.9% | +1,237.4% | +972.3% |
| 5Y | +1,092.8% | +189.2% | +903.6% | +604.7% |
| 10Y | +3,522.4% | +419.0% | +3,103.4% | +1,446.2% |
| All | +16,258.7% | +1,932.1% | +14,326.6% | +5,569.2% |
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 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