+139.3%
SLB vs ETN
+174.7%
-35.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.5% |
| 7D | -1.9% | +6.2% | -8.1% | -3.9% |
| 30D | +7.8% | -6.7% | +14.5% | +10.1% |
| 3M | +2.7% | +3.6% | -0.9% | 0.0% |
| 6M | +22.2% | +18.3% | +3.8% | +12.7% |
| YTD | +51.1% | +31.5% | +19.6% | +33.6% |
| 1Y | +63.3% | +20.6% | +42.8% | +48.3% |
| 3Y | +2.4% | +82.5% | -80.1% | -25.6% |
| 5Y | +139.3% | +177.8% | -38.4% | +39.4% |
| All | +139.3% | +174.7% | -35.4% | +39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 5y: compounded portfolio wealth divided by compounded ETN 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…
5y analysis · Full analysis span regression · 6 months rolling