+31.3%
SLB vs ET
+1,310.3%
-1,279.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | +3.5% | +2.5% | +1.0% | +2.3% |
| 30D | +6.5% | -2.5% | +9.0% | +7.7% |
| 3M | -0.2% | -4.9% | +4.6% | +2.0% |
| 6M | -5.7% | -0.1% | -5.6% | -5.8% |
| YTD | +36.8% | +26.2% | +10.6% | +23.0% |
| 1Y | +45.8% | +25.2% | +20.6% | +31.5% |
| 3Y | +3.4% | +84.2% | -80.8% | -21.6% |
| 5Y | +76.1% | +216.1% | -139.9% | +7.3% |
| 10Y | -13.0% | +160.7% | -173.7% | -45.3% |
| All | +31.3% | +1,310.3% | -1,279.0% | -78.8% |
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