+21.4%
SLB vs ETHA
-27.9%
+49.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.2% | -3.1% | -0.3% |
| 7D | -2.5% | +3.5% | -6.0% | -2.9% |
| 30D | +7.1% | +35.3% | -28.2% | +3.2% |
| 3M | +0.6% | +50.9% | -50.2% | -4.6% |
| 6M | +17.6% | +22.1% | -4.5% | +14.0% |
| YTD | +48.5% | -14.6% | +63.0% | +49.9% |
| 1Y | +59.4% | -42.8% | +102.2% | +68.5% |
| All | +21.4% | -27.9% | +49.3% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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