-14.4%
SLB vs ET
+161.1%
-175.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | +2.6% | +3.0% | -0.5% | +0.4% |
| 30D | +4.4% | -3.5% | +7.8% | +6.9% |
| 3M | -2.7% | -5.6% | +2.9% | +1.1% |
| 6M | -7.5% | +0.5% | -8.1% | -8.2% |
| YTD | +34.8% | +26.3% | +8.5% | +13.9% |
| 1Y | +44.6% | +25.7% | +18.9% | +22.5% |
| 3Y | +3.2% | +85.1% | -81.9% | -34.2% |
| 5Y | +73.6% | +216.4% | -142.8% | -22.7% |
| All | -14.4% | +161.1% | -175.4% | -61.9% |
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