-11.7%
STZ vs EQNR
+420.4%
-432.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.1% | +1.9% |
| 7D | -4.1% | +5.7% | -9.8% | -5.2% |
| 30D | -7.6% | +11.3% | -18.9% | -9.6% |
| 3M | -12.3% | +21.5% | -33.8% | -16.0% |
| 6M | -16.3% | +41.8% | -58.1% | -23.1% |
| YTD | -8.4% | +97.3% | -105.7% | -22.0% |
| 1Y | -10.8% | +89.9% | -100.7% | -23.7% |
| 3Y | -49.0% | +76.9% | -125.8% | -56.4% |
| 5Y | -36.5% | +189.2% | -225.7% | -54.7% |
| All | -11.7% | +420.4% | -432.1% | -50.2% |
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