-18.4%
GRAB vs SITM
+452.7%
-471.1%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.5% | -4.2% | +0.5% |
| 7D | -10.8% | +3.9% | -14.7% | -11.3% |
| 30D | -15.5% | -6.6% | -8.9% | -14.9% |
| 3M | -9.0% | -11.9% | +2.9% | -8.7% |
| 6M | -21.6% | +81.1% | -102.7% | -32.0% |
| YTD | -38.9% | +80.0% | -118.9% | -47.5% |
| 1Y | -44.8% | +145.8% | -190.7% | -55.8% |
| 3Y | -18.4% | +475.9% | -494.3% | -45.6% |
| All | -18.4% | +452.7% | -471.1% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling