-50.0%
STZ vs EQNR
+74.5%
-124.4%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.8% | +0.3% |
| 7D | -6.0% | +3.8% | -9.8% | -6.2% |
| 30D | -8.9% | +11.4% | -20.3% | -9.4% |
| 3M | -12.6% | +24.8% | -37.4% | -13.7% |
| 6M | -17.2% | +42.3% | -59.5% | -20.0% |
| YTD | -10.0% | +97.9% | -107.9% | -16.9% |
| 1Y | -14.3% | +95.9% | -110.2% | -20.9% |
| All | -50.0% | +74.5% | -124.4% | -54.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling