+5.7%
SYF vs EQNR
+85.2%
-79.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | -0.3% |
| 7D | +2.4% | +1.7% | +0.7% | +2.9% |
| 30D | +0.8% | +11.5% | -10.6% | +3.9% |
| 3M | +13.4% | +12.9% | +0.5% | +17.9% |
| 6M | +16.3% | +36.0% | -19.6% | +25.2% |
| YTD | -3.0% | +84.1% | -87.1% | +9.0% |
| 1Y | +5.7% | +83.8% | -78.0% | +18.8% |
| All | +5.7% | +85.2% | -79.5% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling