+128.2%
SW vs EQNR
+408.0%
-279.9%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.2% | -8.9% | -4.9% |
| 7D | -7.0% | +3.8% | -10.8% | -7.2% |
| 30D | -10.5% | +11.4% | -21.9% | -11.2% |
| 3M | +3.0% | +24.8% | -21.9% | +1.2% |
| 6M | +2.3% | +42.3% | -39.9% | -1.9% |
| YTD | +12.4% | +97.9% | -85.5% | +3.5% |
| 1Y | -4.2% | +95.9% | -100.1% | -11.8% |
| 3Y | +22.7% | +77.3% | -54.6% | +13.4% |
| 5Y | -10.1% | +195.3% | -205.3% | -23.1% |
| 10Y | +128.2% | +420.4% | -292.3% | +83.8% |
| All | +128.2% | +408.0% | -279.9% | +83.8% |
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