-100.0%
SOXS vs EQNR
+371.6%
-471.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.7% | -4.9% | -6.2% |
| 7D | -4.7% | +6.4% | -11.2% | +1.2% |
| 30D | +7.7% | +10.4% | -2.6% | +18.2% |
| 3M | -10.2% | +23.1% | -33.2% | +4.7% |
| 6M | -99.2% | +36.3% | -135.5% | -99.5% |
| YTD | -99.5% | +96.0% | -195.5% | -99.5% |
| 1Y | -99.8% | +94.2% | -194.0% | -99.8% |
| 3Y | -100.0% | +75.3% | -175.2% | -100.0% |
| 5Y | -100.0% | +187.2% | -287.2% | -100.0% |
| 10Y | -100.0% | +415.5% | -515.5% | -100.0% |
| All | -100.0% | +371.6% | -471.6% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling