+46.1%
SLB vs ET
+1,435.0%
-1,388.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.3% | -0.1% | 0.0% |
| 7D | +0.8% | +0.9% | -0.1% | +0.5% |
| 30D | +15.8% | +7.5% | +8.4% | +12.2% |
| 3M | -0.3% | +11.4% | -11.8% | -5.1% |
| 6M | +21.3% | +18.5% | +2.8% | +12.3% |
| YTD | +52.3% | +37.4% | +14.9% | +31.8% |
| 1Y | +63.6% | +30.9% | +32.7% | +44.6% |
| 3Y | +3.8% | +98.7% | -95.0% | -23.9% |
| 5Y | +128.6% | +230.7% | -102.1% | +36.3% |
| 10Y | -3.1% | +175.6% | -178.6% | -41.2% |
| All | +46.1% | +1,435.0% | -1,388.9% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling