-71.2%
GRAB vs SMTC
+122.8%
-194.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.1% | -3.8% | +0.5% |
| 7D | -10.8% | +13.1% | -23.9% | -12.8% |
| 30D | -15.5% | +19.5% | -35.0% | -18.7% |
| 3M | -9.0% | +2.2% | -11.2% | -11.4% |
| 6M | -21.6% | +94.9% | -116.5% | -34.1% |
| YTD | -38.9% | +127.0% | -165.8% | -50.5% |
| 1Y | -44.8% | +174.6% | -219.4% | -57.4% |
| 3Y | -18.4% | +615.9% | -634.4% | -56.7% |
| All | -71.2% | +122.8% | -194.0% | -75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling