-32.3%
GRAB vs SIRI
+28.3%
-60.6%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.6% | +2.6% | +0.5% |
| 7D | -5.3% | +1.6% | -6.8% | -5.6% |
| 30D | -8.6% | -4.7% | -3.8% | -7.9% |
| 3M | -1.2% | +5.3% | -6.4% | -2.2% |
| 6M | -16.6% | +30.5% | -47.1% | -19.4% |
| YTD | -31.5% | +49.6% | -81.1% | -34.7% |
| 1Y | -32.3% | +28.5% | -60.8% | -35.6% |
| All | -32.3% | +28.3% | -60.6% | -35.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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