-32.3%
GRAB vs SITM
+174.8%
-207.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.5% | -6.5% | -0.6% |
| 7D | -5.3% | +9.7% | -15.0% | -6.1% |
| 30D | -8.6% | +12.7% | -21.3% | -10.3% |
| 3M | -1.2% | -13.4% | +12.3% | -0.6% |
| 6M | -16.6% | +59.6% | -76.2% | -25.9% |
| YTD | -31.5% | +73.3% | -104.8% | -40.7% |
| 1Y | -32.3% | +165.5% | -197.8% | -48.4% |
| All | -32.3% | +174.8% | -207.0% | -48.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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