+3.5%
SW vs EQNR
+37.3%
-33.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +0.5% |
| 7D | -5.1% | +1.7% | -6.8% | -4.0% |
| 30D | -4.6% | +11.5% | -16.0% | +2.2% |
| 3M | +9.4% | +12.9% | -3.5% | +18.9% |
| 6M | +3.5% | +36.0% | -32.4% | +28.4% |
| All | +3.5% | +37.3% | -33.8% | +28.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling