-41.9%
GRAB vs SMTC
+70.8%
-112.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -12.9% | +20.6% | +8.0% |
| 7D | +22.2% | -24.5% | +46.7% | +23.1% |
| 30D | +6.0% | -42.5% | +48.5% | +8.1% |
| 3M | -9.7% | -14.1% | +4.4% | -11.0% |
| 6M | -7.2% | +3.6% | -10.8% | -14.9% |
| YTD | -32.7% | +50.6% | -83.2% | -45.7% |
| 1Y | -41.9% | +72.2% | -114.2% | -57.5% |
| All | -41.9% | +70.8% | -112.8% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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