-18.4%
GRAB vs SEI
+594.6%
-613.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.7% |
| 7D | -10.8% | +22.6% | -33.4% | -13.2% |
| 30D | -15.5% | +9.1% | -24.6% | -16.8% |
| 3M | -9.0% | -11.3% | +2.4% | -8.6% |
| 6M | -21.6% | +22.0% | -43.6% | -25.2% |
| YTD | -38.9% | +47.3% | -86.2% | -43.9% |
| 1Y | -44.8% | +124.8% | -169.6% | -52.7% |
| 3Y | -18.4% | +591.3% | -609.7% | -38.9% |
| All | -18.4% | +594.6% | -613.0% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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