-99.5%
SPXU vs EQNR
+416.8%
-516.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.7% | -2.8% |
| 7D | +2.5% | +6.4% | -4.0% | +6.5% |
| 30D | +4.2% | +10.4% | -6.2% | +10.6% |
| 3M | -9.3% | +23.1% | -32.3% | +2.7% |
| 6M | -30.7% | +36.3% | -67.0% | -16.4% |
| YTD | -28.1% | +96.0% | -124.1% | +13.5% |
| 1Y | -35.2% | +94.2% | -129.5% | +1.8% |
| 3Y | -79.9% | +75.3% | -155.2% | -68.8% |
| 5Y | -86.4% | +187.2% | -273.6% | -62.3% |
| All | -99.5% | +416.8% | -516.3% | -96.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling