-72.8%
GRAB vs SIMO
+383.0%
-455.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.6% | +5.6% | +0.8% |
| 7D | -5.0% | +4.1% | -9.1% | -5.6% |
| 30D | +11.3% | -24.0% | +35.3% | +14.6% |
| 3M | -12.4% | -31.8% | +19.3% | -9.3% |
| 6M | -10.7% | -36.9% | +26.1% | -8.8% |
| YTD | -35.1% | +84.8% | -119.9% | -50.0% |
| 1Y | -41.5% | +99.0% | -140.5% | -55.9% |
| 3Y | -2.7% | +217.9% | -220.6% | -37.4% |
| 5Y | -80.2% | +171.5% | -251.7% | -87.4% |
| All | -72.8% | +383.0% | -455.8% | -84.9% |
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