-71.2%
GRAB vs SIMO
+628.1%
-699.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.7% | -8.7% | -1.4% |
| 7D | -5.3% | +4.2% | -9.5% | -5.9% |
| 30D | -8.6% | +4.1% | -12.6% | -9.7% |
| 3M | -1.2% | -12.9% | +11.7% | -1.2% |
| 6M | -16.6% | +110.3% | -126.9% | -32.8% |
| YTD | -31.5% | +178.6% | -210.0% | -49.5% |
| 1Y | -32.3% | +220.0% | -252.3% | -52.0% |
| 3Y | -10.7% | +409.0% | -419.7% | -45.8% |
| 5Y | -67.9% | +277.3% | -345.2% | -80.0% |
| All | -71.2% | +628.1% | -699.3% | -84.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling