+958.5%
SLB vs ETN
+20,051.5%
-19,093.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | -1.6% |
| 7D | +0.8% | +2.0% | -1.2% | -0.2% |
| 30D | +15.8% | -7.9% | +23.7% | +20.5% |
| 3M | -0.3% | -1.6% | +1.3% | -1.7% |
| 6M | +21.3% | +16.9% | +4.5% | +8.3% |
| YTD | +52.3% | +30.1% | +22.2% | +27.8% |
| 1Y | +63.6% | +19.3% | +44.3% | +42.4% |
| 3Y | +3.8% | +82.5% | -78.8% | -32.2% |
| 5Y | +128.6% | +166.8% | -38.2% | +18.2% |
| 10Y | -3.1% | +649.7% | -652.8% | -70.1% |
| All | +958.5% | +20,051.5% | -19,093.0% | +1.5% |
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