+958.5%
SLB vs ETR
+4,412.2%
-3,453.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.6% | +0.4% |
| 7D | +0.8% | +1.4% | -0.6% | +0.2% |
| 30D | +15.8% | +1.0% | +14.8% | +15.2% |
| 3M | -0.3% | -1.3% | +0.9% | -0.1% |
| 6M | +21.3% | +1.9% | +19.5% | +19.9% |
| YTD | +52.3% | +18.2% | +34.1% | +41.6% |
| 1Y | +63.6% | +24.7% | +38.9% | +48.6% |
| 3Y | +3.8% | +150.7% | -146.9% | -30.9% |
| 5Y | +128.6% | +127.0% | +1.6% | +56.1% |
| 10Y | -3.1% | +295.5% | -298.5% | -48.2% |
| All | +958.5% | +4,412.2% | -3,453.7% | +242.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling