-18.7%
GRAB vs SIMO
+469.0%
-487.7%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +2.1% | -8.5% | -6.7% |
| 7D | -13.9% | +14.5% | -28.4% | -15.2% |
| 30D | -17.2% | +20.4% | -37.6% | -19.1% |
| 3M | -7.9% | +7.1% | -15.0% | -10.3% |
| 6M | -23.2% | +129.2% | -152.5% | -37.0% |
| YTD | -39.1% | +201.9% | -241.0% | -54.7% |
| 1Y | -42.5% | +235.5% | -278.0% | -58.8% |
| All | -18.7% | +469.0% | -487.7% | -57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling