+13.7%
SWK vs EQNR
+74.5%
-60.8%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +4.2% | -6.5% | -2.3% |
| 7D | -4.6% | +3.8% | -8.3% | -4.6% |
| 30D | -9.9% | +11.4% | -21.3% | -10.1% |
| 3M | +15.4% | +24.8% | -9.4% | +14.6% |
| 6M | +25.0% | +42.3% | -17.3% | +18.4% |
| YTD | +27.2% | +97.9% | -70.6% | +10.5% |
| 1Y | +24.6% | +95.9% | -71.3% | +8.2% |
| All | +13.7% | +74.5% | -60.8% | -2.8% |
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 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