+4,921.3%
SOXL vs EQNR
+416.8%
+4,504.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | -0.7% | +5.9% | +5.8% |
| 7D | +3.9% | +6.4% | -2.6% | -1.0% |
| 30D | -14.3% | +10.4% | -24.7% | -20.9% |
| 3M | -45.6% | +23.1% | -68.7% | -56.5% |
| 6M | +117.2% | +36.3% | +80.9% | +45.1% |
| YTD | +189.8% | +96.0% | +93.9% | +34.5% |
| 1Y | +317.7% | +94.2% | +223.5% | +92.4% |
| 3Y | +478.6% | +75.3% | +403.4% | +182.2% |
| 5Y | +169.5% | +187.2% | -17.7% | -35.8% |
| All | +4,921.3% | +416.8% | +4,504.5% | +786.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling