-19.1%
GRAB vs SARO
-22.5%
+3.4%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.6% |
| 7D | -10.8% | -3.1% | -7.7% | -9.6% |
| 30D | -15.5% | -12.2% | -3.3% | -11.0% |
| 3M | -9.0% | -7.4% | -1.6% | -6.5% |
| 6M | -21.6% | -15.3% | -6.3% | -17.1% |
| YTD | -38.9% | -16.2% | -22.7% | -35.1% |
| 1Y | -44.8% | -12.1% | -32.7% | -42.9% |
| All | -19.1% | -22.5% | +3.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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