-71.6%
GRAB vs SFM
+211.2%
-282.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -18.7% |
| 3M | -8.0% | -16.8% | +8.9% | -7.0% |
| 6M | -22.2% | -5.3% | -16.9% | -22.2% |
| YTD | -39.7% | -9.4% | -30.3% | -39.5% |
| 1Y | -43.2% | -46.2% | +3.0% | -40.5% |
| 3Y | -19.1% | +81.3% | -100.4% | -21.3% |
| All | -71.6% | +211.2% | -282.8% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling