+28.7%
SW vs EQNR
+69.2%
-40.5%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -3.2% |
| 7D | -2.6% | -1.9% | -0.7% | -2.7% |
| 30D | -7.5% | +12.6% | -20.1% | -6.9% |
| 3M | +10.3% | +16.5% | -6.2% | +11.3% |
| 6M | +5.4% | +31.8% | -26.3% | +2.8% |
| YTD | +17.9% | +89.8% | -72.0% | +6.9% |
| 1Y | -2.4% | +87.6% | -90.0% | -11.5% |
| 3Y | +28.7% | +70.1% | -41.4% | +17.1% |
| All | +28.7% | +69.2% | -40.5% | +17.1% |
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 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