-43.9%
SWKS vs EQNR
+183.4%
-227.2%
-70.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.7% | +5.8% | +5.2% |
| 7D | +19.4% | +6.4% | +12.9% | +18.2% |
| 30D | +26.8% | +10.4% | +16.4% | +24.8% |
| 3M | +21.5% | +23.1% | -1.6% | +16.9% |
| 6M | +61.0% | +36.3% | +24.7% | +51.5% |
| YTD | +42.2% | +96.0% | -53.7% | +24.1% |
| 1Y | +22.1% | +94.2% | -72.1% | +6.6% |
| 3Y | -0.9% | +75.3% | -76.1% | -13.3% |
| All | -43.9% | +183.4% | -227.2% | -51.3% |
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