-37.5%
STZ vs EQNR
+183.4%
-220.8%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.7% | -0.4% | -1.1% |
| 7D | -4.5% | +6.4% | -10.9% | -4.9% |
| 30D | -8.6% | +10.4% | -18.9% | -9.3% |
| 3M | -13.8% | +23.1% | -36.9% | -15.3% |
| 6M | -17.2% | +36.3% | -53.4% | -19.8% |
| YTD | -9.4% | +96.0% | -105.3% | -15.9% |
| 1Y | -11.9% | +94.2% | -106.1% | -18.3% |
| 3Y | -49.6% | +75.3% | -124.9% | -53.3% |
| All | -37.5% | +183.4% | -220.8% | -46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling