-18.7%
GRAB vs SN
+368.4%
-387.2%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.3% | -3.1% | -5.6% |
| 7D | -13.9% | -3.4% | -10.5% | -13.1% |
| 30D | -17.2% | -9.1% | -8.1% | -15.2% |
| 3M | -7.9% | +31.8% | -39.7% | -14.2% |
| 6M | -23.2% | +52.0% | -75.3% | -31.3% |
| YTD | -39.1% | +51.3% | -90.4% | -45.6% |
| 1Y | -42.5% | +46.9% | -89.4% | -48.6% |
| All | -18.7% | +368.4% | -387.2% | -46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling