-74.3%
GRAB vs SMTC
+144.5%
-218.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.4% |
| 7D | -10.8% | +13.1% | -23.9% | -13.0% |
| 30D | -15.5% | +19.5% | -35.0% | -18.9% |
| 3M | -9.0% | +2.2% | -11.2% | -11.6% |
| 6M | -21.6% | +94.9% | -116.5% | -34.8% |
| YTD | -38.9% | +127.0% | -165.8% | -51.1% |
| 1Y | -44.8% | +174.6% | -219.4% | -58.0% |
| 3Y | -18.4% | +615.9% | -634.4% | -58.4% |
| 5Y | -71.6% | +125.6% | -197.2% | -77.5% |
| All | -74.3% | +144.5% | -218.9% | -79.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling