-32.3%
GRAB vs SM
+36.8%
-69.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.1% | +3.1% | -0.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -8.6% | +25.6% | -34.1% | -6.2% |
| 3M | -1.2% | +8.0% | -9.2% | +0.6% |
| 6M | -16.6% | +50.8% | -67.4% | -15.5% |
| YTD | -31.5% | +97.9% | -129.3% | -31.8% |
| 1Y | -32.3% | +33.8% | -66.1% | -32.5% |
| All | -32.3% | +36.8% | -69.0% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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