-21.4%
GRAB vs SN
+453.9%
-475.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | -0.1% |
| 7D | -12.0% | -7.2% | -4.8% | -10.6% |
| 30D | -19.5% | -13.4% | -6.1% | -17.1% |
| 3M | -8.0% | +26.8% | -34.7% | -12.5% |
| 6M | -22.2% | +44.6% | -66.8% | -28.3% |
| YTD | -39.7% | +45.3% | -85.0% | -44.6% |
| 1Y | -43.2% | +40.1% | -83.3% | -47.7% |
| 3Y | -19.1% | +375.3% | -394.4% | -35.2% |
| All | -21.4% | +453.9% | -475.3% | -37.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling