-74.7%
GRAB vs SITM
+587.9%
-662.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.1% | -3.1% | -1.4% |
| 7D | -12.0% | +4.8% | -16.8% | -12.8% |
| 30D | -19.5% | -9.7% | -9.8% | -18.2% |
| 3M | -8.0% | -9.3% | +1.4% | -8.6% |
| 6M | -22.2% | +69.5% | -91.7% | -34.1% |
| YTD | -39.7% | +70.5% | -110.2% | -49.7% |
| 1Y | -43.2% | +145.3% | -188.5% | -57.1% |
| 3Y | -19.1% | +432.8% | -451.9% | -54.1% |
| 5Y | -72.0% | +174.0% | -246.0% | -83.5% |
| All | -74.7% | +587.9% | -662.6% | -88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling