-79.6%
SPXS vs EQNR
+72.8%
-152.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.5% |
| 7D | +2.5% | +6.4% | -3.9% | +3.0% |
| 30D | +4.2% | +10.4% | -6.2% | +5.1% |
| 3M | -9.3% | +23.1% | -32.4% | -7.5% |
| 6M | -30.7% | +36.3% | -67.0% | -26.3% |
| YTD | -28.1% | +96.0% | -124.0% | -12.8% |
| 1Y | -35.1% | +94.2% | -129.3% | -21.3% |
| 3Y | -79.6% | +75.3% | -154.8% | -74.1% |
| All | -79.6% | +72.8% | -152.4% | -74.1% |
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