-100.0%
SQQQ vs EQNR
+416.8%
-516.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.9% |
| 7D | +1.8% | +6.4% | -4.6% | +5.3% |
| 30D | +4.2% | +10.4% | -6.2% | +9.7% |
| 3M | -3.3% | +23.1% | -26.4% | +7.0% |
| 6M | -43.6% | +36.3% | -79.9% | -34.2% |
| YTD | -41.9% | +96.0% | -137.9% | -13.8% |
| 1Y | -50.6% | +94.2% | -144.9% | -27.1% |
| 3Y | -89.3% | +75.3% | -164.6% | -84.2% |
| 5Y | -94.8% | +187.2% | -282.0% | -87.3% |
| All | -100.0% | +416.8% | -516.8% | -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 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