-43.2%
GRAB vs SIMO
+220.5%
-263.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.5% | +3.5% | -0.8% |
| 7D | -12.0% | +12.5% | -24.5% | -12.4% |
| 30D | -19.5% | +18.4% | -37.9% | -20.1% |
| 3M | -8.0% | +5.6% | -13.6% | -9.1% |
| 6M | -22.2% | +116.9% | -139.1% | -29.9% |
| YTD | -39.7% | +188.4% | -228.1% | -51.6% |
| 1Y | -43.2% | +221.3% | -264.5% | -56.4% |
| All | -43.2% | +220.5% | -263.7% | -56.4% |
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