-41.9%
GRAB vs SM
+70.4%
-112.3%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -15.3% | +23.0% | +4.3% |
| 7D | +22.2% | -21.5% | +43.7% | +16.9% |
| 30D | +6.0% | -11.4% | +17.4% | +3.6% |
| 3M | -9.7% | +0.6% | -10.3% | -9.7% |
| 6M | -7.2% | +0.2% | -7.4% | -6.7% |
| YTD | -32.7% | +69.7% | -102.3% | -33.9% |
| 1Y | -41.9% | +71.6% | -113.5% | -43.3% |
| All | -41.9% | +70.4% | -112.3% | -43.3% |
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