-41.9%
GRAB vs SIMO
+94.5%
-136.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -9.6% | +17.3% | +7.7% |
| 7D | +22.2% | -16.9% | +39.1% | +22.2% |
| 30D | +6.0% | -35.4% | +41.4% | +6.3% |
| 3M | -9.7% | -31.9% | +22.2% | -9.4% |
| 6M | -7.2% | -19.3% | +12.1% | -7.9% |
| YTD | -32.7% | +98.5% | -131.1% | -41.4% |
| 1Y | -41.9% | +100.5% | -142.4% | -50.0% |
| All | -41.9% | +94.5% | -136.4% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 1y: compounded portfolio wealth divided by compounded SIMO 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…
1y analysis · Full analysis span regression · 6 months rolling