-32.3%
GRAB vs SCCO
+109.6%
-141.9%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -5.3% | -5.3% | 0.0% | -4.3% |
| 30D | -8.6% | +2.7% | -11.2% | -9.2% |
| 3M | -1.2% | +4.2% | -5.4% | -2.4% |
| 6M | -16.6% | -0.6% | -16.0% | -17.8% |
| YTD | -31.5% | +45.0% | -76.4% | -42.1% |
| 1Y | -32.3% | +109.3% | -141.6% | -45.8% |
| All | -32.3% | +109.6% | -141.9% | -45.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 1y: compounded portfolio wealth divided by compounded SCCO 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…
1y analysis · Full analysis span regression · 6 months rolling