+46.1%
SOXX vs EQNR
+75.3%
-29.3%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | -0.4% |
| 7D | -5.4% | -10.8% | +5.4% | -7.9% |
| 30D | -21.4% | -5.4% | -16.0% | -22.0% |
| 3M | -16.9% | +0.2% | -17.1% | -16.1% |
| 6M | -15.4% | +13.1% | -28.5% | -11.1% |
| YTD | +46.3% | +77.9% | -31.7% | +54.2% |
| 1Y | +46.1% | +76.4% | -30.3% | +55.0% |
| All | +46.1% | +75.3% | -29.3% | +55.0% |
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 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