+139.3%
SLB vs ET
+242.4%
-103.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.7% |
| 7D | -1.9% | +0.6% | -2.5% | -2.4% |
| 30D | +7.8% | +5.3% | +2.5% | +3.4% |
| 3M | +2.7% | +15.6% | -13.0% | -8.8% |
| 6M | +22.2% | +20.6% | +1.5% | +4.7% |
| YTD | +51.1% | +38.5% | +12.6% | +15.5% |
| 1Y | +63.3% | +35.7% | +27.6% | +26.8% |
| 3Y | +2.4% | +98.4% | -95.9% | -44.6% |
| 5Y | +139.3% | +245.3% | -105.9% | -17.4% |
| All | +139.3% | +242.4% | -103.0% | -17.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling