-74.7%
GRAB vs SEI
+1,036.8%
-1,111.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.2% |
| 7D | -12.0% | +20.7% | -32.6% | -14.7% |
| 30D | -19.5% | +9.1% | -28.6% | -21.1% |
| 3M | -8.0% | -6.0% | -2.0% | -8.7% |
| 6M | -22.2% | +18.9% | -41.2% | -26.3% |
| YTD | -39.7% | +40.1% | -79.8% | -45.0% |
| 1Y | -43.2% | +120.6% | -163.8% | -52.5% |
| 3Y | -19.1% | +562.1% | -581.2% | -47.8% |
| 5Y | -72.0% | +954.5% | -1,026.5% | -83.2% |
| All | -74.7% | +1,036.8% | -1,111.5% | -84.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling