-21.4%
GRAB vs SMTC
+92.3%
-113.7%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.5% |
| 7D | -13.9% | +22.5% | -36.4% | -14.3% |
| 30D | -17.2% | +24.9% | -42.1% | -17.6% |
| 3M | -7.9% | +4.1% | -12.0% | -8.0% |
| All | -21.4% | +92.3% | -113.7% | -28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling