+24.5%
SLB vs ETHA
-30.3%
+54.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.5% |
| 7D | +0.8% | +0.8% | 0.0% | +0.7% |
| 30D | +15.8% | +27.9% | -12.1% | +12.3% |
| 3M | -0.3% | +38.3% | -38.7% | -4.6% |
| 6M | +21.3% | +14.0% | +7.4% | +18.6% |
| YTD | +52.3% | -17.4% | +69.7% | +54.4% |
| 1Y | +63.6% | -42.7% | +106.3% | +72.8% |
| All | +24.5% | -30.3% | +54.9% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling