-18.4%
GRAB vs SIRI
-22.6%
+4.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.4% | +1.2% |
| 7D | -10.8% | +0.6% | -11.4% | -10.9% |
| 30D | -15.5% | +2.5% | -18.0% | -15.8% |
| 3M | -9.0% | +6.6% | -15.6% | -9.6% |
| 6M | -21.6% | +32.9% | -54.5% | -23.9% |
| YTD | -38.9% | +50.5% | -89.3% | -41.4% |
| 1Y | -44.8% | +28.0% | -72.8% | -46.4% |
| 3Y | -18.4% | -22.4% | +4.0% | -19.2% |
| All | -18.4% | -22.6% | +4.1% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling