+851.0%
SLB vs ETN
+17,265.7%
-16,414.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.7% | +3.2% | +2.4% |
| 7D | +3.5% | +3.6% | -0.1% | +1.5% |
| 30D | +6.5% | -13.4% | +19.9% | +13.5% |
| 3M | -0.2% | -21.9% | +21.7% | +11.3% |
| 6M | -5.7% | -12.8% | +7.1% | -2.9% |
| YTD | +36.8% | +12.1% | +24.7% | +22.0% |
| 1Y | +45.8% | +0.8% | +44.9% | +37.2% |
| 3Y | +3.4% | +64.5% | -61.1% | -29.5% |
| 5Y | +76.1% | +121.7% | -45.6% | -1.1% |
| 10Y | -13.0% | +542.2% | -555.2% | -71.3% |
| All | +851.0% | +17,265.7% | -16,414.7% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling