-74.7%
GRAB vs SIMO
+653.8%
-728.4%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.3% |
| 7D | -12.0% | +12.5% | -24.5% | -13.8% |
| 30D | -19.5% | +18.4% | -37.9% | -22.1% |
| 3M | -8.0% | +5.6% | -13.6% | -11.2% |
| 6M | -22.2% | +116.9% | -139.1% | -37.7% |
| YTD | -39.7% | +188.4% | -228.1% | -55.8% |
| 1Y | -43.2% | +221.3% | -264.5% | -59.7% |
| 3Y | -19.1% | +438.6% | -457.6% | -51.5% |
| 5Y | -72.0% | +287.9% | -359.9% | -82.7% |
| All | -74.7% | +653.8% | -728.4% | -86.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling