+23.6%
SYY vs EQNR
+183.4%
-159.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.1% |
| 7D | +3.9% | +6.4% | -2.5% | +3.5% |
| 30D | -1.7% | +10.4% | -12.1% | -2.4% |
| 3M | +5.2% | +23.1% | -17.9% | +3.7% |
| 6M | -0.2% | +36.3% | -36.5% | -3.2% |
| YTD | +15.4% | +96.0% | -80.6% | +7.6% |
| 1Y | +5.6% | +94.2% | -88.6% | -1.5% |
| 3Y | +28.9% | +75.3% | -46.4% | +20.4% |
| All | +23.6% | +183.4% | -159.8% | +4.1% |
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