-71.6%
GRAB vs SBAC
-44.7%
-26.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.8% | +1.9% | -0.5% |
| 7D | -12.0% | -5.3% | -6.7% | -11.2% |
| 30D | -19.5% | +0.4% | -19.9% | -19.6% |
| 3M | -8.0% | -11.9% | +3.9% | -6.2% |
| 6M | -22.2% | -4.5% | -17.7% | -22.2% |
| YTD | -39.7% | -4.3% | -35.3% | -39.8% |
| 1Y | -43.2% | -3.9% | -39.3% | -43.4% |
| 3Y | -19.1% | -11.0% | -8.1% | -20.0% |
| All | -71.6% | -44.7% | -26.9% | -66.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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