+226.8%
SOXX vs EQNR
+72.8%
+154.0%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +1.9% |
| 7D | +1.4% | +6.4% | -5.1% | +1.1% |
| 30D | -3.6% | +10.4% | -13.9% | -4.0% |
| 3M | -10.2% | +23.1% | -33.2% | -10.9% |
| 6M | +54.2% | +36.3% | +18.0% | +47.7% |
| YTD | +75.2% | +96.0% | -20.8% | +54.7% |
| 1Y | +107.5% | +94.2% | +13.3% | +83.1% |
| 3Y | +226.8% | +75.3% | +151.5% | +184.1% |
| All | +226.8% | +72.8% | +154.0% | +184.1% |
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 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