-74.3%
GRAB vs SFM
+243.0%
-317.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.6% | +1.3% |
| 7D | -10.8% | -10.6% | -0.2% | -10.5% |
| 30D | -15.5% | -15.5% | 0.0% | -15.2% |
| 3M | -9.0% | -17.4% | +8.5% | -8.6% |
| 6M | -21.6% | -3.4% | -18.2% | -21.6% |
| YTD | -38.9% | -8.7% | -30.2% | -38.7% |
| 1Y | -44.8% | -47.2% | +2.3% | -43.6% |
| 3Y | -18.4% | +82.7% | -101.2% | -15.0% |
| 5Y | -71.6% | +214.3% | -285.9% | -65.7% |
| All | -74.3% | +243.0% | -317.4% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling