-15.1%
GRAB vs SN
+496.6%
-511.8%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | +1.0% | -6.0% | -5.2% |
| 7D | -6.1% | +0.1% | -6.2% | -6.1% |
| 30D | -11.2% | -5.6% | -5.6% | -10.2% |
| 3M | -2.4% | +48.1% | -50.5% | -10.2% |
| 6M | -18.3% | +57.6% | -76.0% | -26.1% |
| YTD | -34.9% | +56.5% | -91.4% | -41.1% |
| 1Y | -37.4% | +52.6% | -89.9% | -43.3% |
| 3Y | -12.6% | +412.0% | -424.6% | -31.1% |
| All | -15.1% | +496.6% | -511.8% | -33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling