-41.9%
GRAB vs SN
+156.5%
-198.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +4.1% | +3.6% | +6.4% |
| 7D | +22.2% | +10.6% | +11.5% | +18.5% |
| 30D | +6.0% | +20.0% | -14.0% | +0.3% |
| 3M | -9.7% | +30.4% | -40.0% | -16.8% |
| 6M | -7.2% | +91.0% | -98.2% | -23.9% |
| YTD | -32.7% | +95.9% | -128.6% | -46.6% |
| 1Y | -41.9% | +158.9% | -200.8% | -57.5% |
| All | -41.9% | +156.5% | -198.4% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling