-18.4%
GRAB vs SMTC
+579.3%
-597.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.8% |
| 7D | -10.8% | +13.1% | -23.9% | -12.1% |
| 30D | -15.5% | +19.5% | -35.0% | -17.5% |
| 3M | -9.0% | +2.2% | -11.2% | -10.4% |
| 6M | -21.6% | +94.9% | -116.5% | -30.1% |
| YTD | -38.9% | +127.0% | -165.8% | -46.8% |
| 1Y | -44.8% | +174.6% | -219.4% | -53.4% |
| 3Y | -18.4% | +615.9% | -634.4% | -41.8% |
| All | -18.4% | +579.3% | -597.7% | -41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling