-4.8%
SLB vs ETR
+295.2%
-300.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +0.4% | +1.4% | -1.0% | -0.1% |
| 30D | +13.6% | +1.9% | +11.7% | +12.7% |
| 3M | +1.5% | +1.0% | +0.5% | +1.0% |
| 6M | +23.0% | +4.8% | +18.2% | +20.3% |
| YTD | +51.2% | +19.5% | +31.7% | +40.3% |
| 1Y | +63.5% | +28.1% | +35.4% | +47.5% |
| 3Y | +2.5% | +151.1% | -148.6% | -31.5% |
| 5Y | +139.2% | +125.2% | +14.0% | +64.9% |
| 10Y | -4.8% | +291.1% | -295.9% | -33.8% |
| All | -4.8% | +295.2% | -300.0% | -33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 10y: compounded portfolio wealth divided by compounded ETR 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…
10y analysis · Full analysis span regression · 6 months rolling