-4.1%
SLB vs ET
+178.7%
-182.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.6% |
| 7D | -1.9% | +0.6% | -2.5% | -2.3% |
| 30D | +7.8% | +5.3% | +2.5% | +4.0% |
| 3M | +2.7% | +15.6% | -13.0% | -7.1% |
| 6M | +22.2% | +20.6% | +1.5% | +7.4% |
| YTD | +51.1% | +38.5% | +12.6% | +20.8% |
| 1Y | +63.3% | +35.7% | +27.6% | +32.3% |
| 3Y | +2.4% | +98.4% | -95.9% | -36.5% |
| 5Y | +139.3% | +245.3% | -105.9% | +3.8% |
| All | -4.1% | +178.7% | -182.8% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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