-74.4%
GRAB vs SMTC
+139.7%
-214.1%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.8% | -7.3% | -6.6% |
| 7D | -13.9% | +22.5% | -36.4% | -17.3% |
| 30D | -17.2% | +24.9% | -42.1% | -21.3% |
| 3M | -7.9% | +4.1% | -12.0% | -10.9% |
| 6M | -23.2% | +92.6% | -115.8% | -36.1% |
| YTD | -39.1% | +122.5% | -161.6% | -51.1% |
| 1Y | -42.5% | +166.2% | -208.8% | -56.0% |
| 3Y | -18.3% | +577.2% | -595.4% | -57.6% |
| 5Y | -71.7% | +119.0% | -190.7% | -77.4% |
| All | -74.4% | +139.7% | -214.1% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling