-38.3%
GRAB vs SNY
+1.8%
-40.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.0% |
| 7D | +26.1% | +8.8% | +17.3% | +22.9% |
| 30D | +13.4% | +18.6% | -5.2% | +7.9% |
| 3M | -7.0% | +9.7% | -16.6% | -9.5% |
| 6M | -5.4% | +8.2% | -13.6% | -8.1% |
| YTD | -30.3% | +2.2% | -32.4% | -31.7% |
| 1Y | -38.3% | +1.0% | -39.3% | -39.4% |
| All | -38.3% | +1.8% | -40.1% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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