+10.4%
SLB vs ETHA
-41.0%
+51.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.2% | +0.9% | +2.0% |
| 7D | -1.2% | -14.0% | +12.9% | +0.6% |
| 30D | +4.5% | -17.4% | +21.9% | +6.8% |
| 3M | -4.6% | +10.6% | -15.2% | -6.1% |
| 6M | -6.3% | -11.2% | +5.0% | -5.5% |
| YTD | +35.0% | -30.1% | +65.0% | +39.3% |
| 1Y | +38.8% | -39.6% | +78.5% | +45.6% |
| All | +10.4% | -41.0% | +51.4% | +4.6% |
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 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