-86.3%
SPXU vs EQNR
+176.5%
-262.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +1.9% | +1.2% |
| 7D | +3.9% | +5.8% | -1.9% | +5.2% |
| 30D | +7.0% | +9.2% | -2.2% | +9.2% |
| 3M | -6.6% | +24.3% | -30.9% | -1.7% |
| 6M | -34.0% | +28.9% | -62.9% | -29.3% |
| YTD | -27.1% | +94.8% | -122.0% | -8.5% |
| 1Y | -34.5% | +92.6% | -127.1% | -17.8% |
| 3Y | -79.4% | +70.7% | -150.1% | -74.0% |
| 5Y | -86.3% | +180.0% | -266.4% | -79.1% |
| All | -86.3% | +176.5% | -262.8% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling