-23.2%
GRAB vs SBAC
-3.1%
-20.2%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.0% | -5.4% | -6.5% |
| 7D | -13.9% | +0.2% | -14.1% | -13.9% |
| 30D | -17.2% | +3.9% | -21.0% | -17.1% |
| 3M | -7.9% | -8.2% | +0.3% | -8.1% |
| 6M | -23.2% | -2.8% | -20.4% | -23.1% |
| All | -23.2% | -3.1% | -20.2% | -23.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling