+755.0%
SW vs EQNR
+186.1%
+568.9%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.3% |
| 7D | -5.1% | +1.7% | -6.8% | -5.2% |
| 30D | -4.6% | +11.5% | -16.0% | -5.2% |
| 3M | +9.4% | +12.9% | -3.5% | +8.4% |
| 6M | +3.5% | +36.0% | -32.4% | +0.6% |
| YTD | +22.0% | +84.1% | -62.1% | +15.7% |
| 1Y | +2.2% | +83.8% | -81.6% | -3.1% |
| 3Y | +19.6% | +68.8% | -49.2% | +13.5% |
| 5Y | -2.3% | +175.8% | -178.1% | -11.3% |
| 10Y | +181.4% | +374.3% | -192.9% | +143.4% |
| All | +755.0% | +186.1% | +568.9% | +664.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling