-74.4%
GRAB vs SFM
+244.7%
-319.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.9% | -2.5% | -6.3% |
| 7D | -13.9% | -7.2% | -6.7% | -13.7% |
| 30D | -17.2% | -14.3% | -2.8% | -16.8% |
| 3M | -7.9% | -13.7% | +5.8% | -7.6% |
| 6M | -23.2% | -6.0% | -17.2% | -23.1% |
| YTD | -39.1% | -8.2% | -30.8% | -39.0% |
| 1Y | -42.5% | -46.2% | +3.7% | -41.3% |
| 3Y | -18.3% | +83.6% | -101.8% | -14.9% |
| 5Y | -71.7% | +212.7% | -284.4% | -65.9% |
| All | -74.4% | +244.7% | -319.1% | -64.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling