-18.4%
GRAB vs SCCO
+177.0%
-195.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.7% | +1.4% |
| 7D | -10.8% | -2.7% | -8.2% | -10.4% |
| 30D | -15.5% | -0.7% | -14.8% | -15.7% |
| 3M | -9.0% | +8.1% | -17.0% | -11.5% |
| 6M | -21.6% | +4.1% | -25.7% | -23.7% |
| YTD | -38.9% | +41.1% | -80.0% | -46.5% |
| 1Y | -44.8% | +95.6% | -140.4% | -56.2% |
| 3Y | -18.4% | +179.3% | -197.7% | -43.4% |
| All | -18.4% | +177.0% | -195.5% | -43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling