-20.4%
GRAB vs SN
+447.8%
-468.2%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -10.8% | -7.3% | -3.6% | -9.4% |
| 30D | -15.5% | -13.6% | -1.9% | -12.9% |
| 3M | -9.0% | +18.6% | -27.5% | -12.2% |
| 6M | -21.6% | +46.0% | -67.6% | -27.8% |
| YTD | -38.9% | +43.7% | -82.6% | -43.7% |
| 1Y | -44.8% | +39.2% | -84.0% | -49.1% |
| 3Y | -18.4% | +306.5% | -324.9% | -34.5% |
| All | -20.4% | +447.8% | -468.2% | -36.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling