+64.8%
SLB vs ETR
+162.9%
-98.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | -3.7% | +1.7% | -5.4% | -4.1% |
| 30D | +2.9% | +8.7% | -5.8% | +0.7% |
| 3M | +0.2% | +4.9% | -4.7% | -1.1% |
| 6M | -4.4% | +0.8% | -5.2% | -4.8% |
| YTD | +33.4% | +23.1% | +10.3% | +26.1% |
| 1Y | +40.8% | +17.9% | +22.9% | +34.5% |
| 3Y | +3.2% | +154.5% | -151.3% | -20.7% |
| 5Y | +64.8% | +160.3% | -95.5% | +22.4% |
| All | +64.8% | +162.9% | -98.1% | +22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling