+154.8%
SYF vs EQNR
+72.8%
+82.0%
-37.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +0.7% |
| 7D | -4.9% | +6.4% | -11.4% | -4.8% |
| 30D | -4.3% | +10.4% | -14.7% | -4.2% |
| 3M | +5.5% | +23.1% | -17.6% | +5.7% |
| 6M | +17.5% | +36.3% | -18.8% | +15.4% |
| YTD | -7.8% | +96.0% | -103.7% | -14.4% |
| 1Y | +1.6% | +94.2% | -92.6% | -5.7% |
| 3Y | +154.8% | +75.3% | +79.5% | +141.7% |
| All | +154.8% | +72.8% | +82.0% | +141.7% |
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