-45.6%
GRAB vs SN
+39.6%
-85.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.0% | +3.0% | +0.1% |
| 7D | -12.0% | -7.2% | -4.8% | -10.2% |
| 30D | -19.5% | -13.4% | -6.1% | -16.4% |
| 3M | -8.0% | +26.8% | -34.7% | -13.6% |
| 6M | -22.2% | +44.6% | -66.8% | -30.0% |
| YTD | -39.7% | +45.3% | -85.0% | -46.0% |
| All | -45.6% | +39.6% | -85.2% | -50.6% |
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