-100.0%
SPXS vs EQNR
+645.9%
-745.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -3.0% |
| 7D | +2.5% | +6.4% | -3.9% | +8.0% |
| 30D | +4.2% | +10.4% | -6.2% | +13.0% |
| 3M | -9.3% | +23.1% | -32.4% | +6.8% |
| 6M | -30.7% | +36.3% | -67.0% | -12.2% |
| YTD | -28.1% | +96.0% | -124.0% | +27.3% |
| 1Y | -35.1% | +94.2% | -129.3% | +14.1% |
| 3Y | -79.6% | +75.3% | -154.8% | -65.0% |
| 5Y | -86.3% | +187.2% | -273.5% | -56.0% |
| 10Y | -99.5% | +415.5% | -515.0% | -94.6% |
| All | -100.0% | +645.9% | -745.9% | -99.8% |
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