-72.7%
GRAB vs SBAC
-28.6%
-44.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -0.4% | -4.6% | -4.9% |
| 7D | -6.1% | -0.1% | -6.0% | -6.1% |
| 30D | -11.2% | +3.2% | -14.4% | -11.7% |
| 3M | -2.4% | -5.1% | +2.6% | -1.8% |
| 6M | -18.3% | -2.1% | -16.2% | -18.6% |
| YTD | -34.9% | -0.5% | -34.4% | -35.5% |
| 1Y | -37.4% | +1.1% | -38.5% | -38.3% |
| 3Y | -12.6% | -7.4% | -5.2% | -14.4% |
| 5Y | -69.7% | -44.3% | -25.4% | -64.2% |
| All | -72.7% | -28.6% | -44.1% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling