-2.3%
SW vs EQNR
+121.5%
-123.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.2% |
| 7D | +1.8% | -9.4% | +11.2% | +1.6% |
| 30D | +7.0% | -4.4% | +11.4% | +6.9% |
| 3M | -7.6% | +6.7% | -14.3% | -7.7% |
| 6M | +8.5% | +14.3% | -5.8% | +8.2% |
| YTD | +17.7% | +79.9% | -62.2% | +10.2% |
| 1Y | +27.1% | +77.3% | -50.3% | +19.2% |
| 3Y | +48.2% | +61.8% | -13.6% | +38.8% |
| 5Y | -2.3% | +124.6% | -126.9% | -12.9% |
| All | -2.3% | +121.5% | -123.9% | -12.9% |
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