-5.7%
SWKS vs EQNR
+74.0%
-79.7%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.3% | +10.1% | +9.8% |
| 7D | +17.5% | +5.7% | +11.8% | +16.5% |
| 30D | +23.0% | +11.3% | +11.7% | +20.8% |
| 3M | +19.5% | +21.5% | -1.9% | +15.1% |
| 6M | +54.3% | +41.8% | +12.5% | +42.4% |
| YTD | +35.3% | +97.3% | -62.0% | +13.6% |
| 1Y | +17.9% | +89.9% | -72.0% | -0.2% |
| All | -5.7% | +74.0% | -79.7% | -22.0% |
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