-38.3%
GRAB vs SCCO
+34.4%
-72.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -6.5% | +10.1% | +4.6% |
| 7D | +26.1% | -12.9% | +39.0% | +28.7% |
| 30D | +13.4% | -18.2% | +31.6% | +16.9% |
| 3M | -7.0% | -13.7% | +6.8% | -5.2% |
| 6M | -5.4% | +0.9% | -6.3% | -7.2% |
| YTD | -30.3% | +21.8% | -52.1% | -43.1% |
| 1Y | -38.3% | +30.5% | -68.8% | -53.1% |
| All | -38.3% | +34.4% | -72.7% | -53.1% |
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