-2.7%
GRAB vs SN
+440.0%
-442.7%
-58.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | -0.7% |
| 7D | -5.0% | +1.5% | -6.5% | -5.4% |
| 30D | +11.3% | +21.5% | -10.2% | +5.9% |
| 3M | -12.4% | +20.0% | -32.5% | -16.6% |
| 6M | -10.7% | +119.9% | -130.7% | -27.2% |
| YTD | -35.1% | +102.3% | -137.4% | -46.3% |
| 1Y | -41.5% | +148.0% | -189.5% | -54.0% |
| 3Y | -2.7% | +450.0% | -452.7% | -36.8% |
| All | -2.7% | +440.0% | -442.7% | -36.8% |
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