-19.5%
GRAB vs SFM
+80.7%
-100.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.3% | -0.9% |
| 7D | -12.0% | -8.8% | -3.2% | -11.4% |
| 30D | -19.5% | -14.5% | -5.1% | -18.6% |
| 3M | -8.0% | -16.8% | +8.9% | -6.9% |
| 6M | -22.2% | -5.3% | -16.9% | -22.1% |
| YTD | -39.7% | -9.4% | -30.3% | -39.4% |
| 1Y | -43.2% | -46.2% | +3.0% | -39.2% |
| All | -19.5% | +80.7% | -100.2% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling