+3.2%
SLB vs ETR
+153.6%
-150.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.7% |
| 7D | -3.7% | +1.7% | -5.4% | -4.0% |
| 30D | +2.9% | +8.7% | -5.8% | +1.3% |
| 3M | +0.2% | +4.9% | -4.7% | -0.7% |
| 6M | -4.4% | +0.8% | -5.2% | -4.6% |
| YTD | +33.4% | +23.1% | +10.3% | +28.2% |
| 1Y | +40.8% | +17.9% | +22.9% | +36.3% |
| 3Y | +3.2% | +154.5% | -151.3% | -6.6% |
| All | +3.2% | +153.6% | -150.4% | -6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling