+67.2%
SU vs EQNR
+93.1%
-25.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.5% | +0.2% |
| 7D | +2.2% | +6.4% | -4.2% | -1.0% |
| 30D | +8.4% | +10.4% | -1.9% | +3.2% |
| 3M | +12.1% | +23.1% | -11.0% | +0.6% |
| 6M | +19.7% | +36.3% | -16.6% | +3.7% |
| YTD | +58.4% | +96.0% | -37.6% | +16.2% |
| 1Y | +67.2% | +94.2% | -27.0% | +22.1% |
| All | +67.2% | +93.1% | -25.9% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling