-74.3%
GRAB vs SNY
+9.3%
-83.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -10.8% | -3.3% | -7.5% | -10.3% |
| 30D | -15.5% | -2.2% | -13.4% | -15.2% |
| 3M | -9.0% | -3.0% | -5.9% | -8.5% |
| 6M | -21.6% | +2.7% | -24.3% | -22.0% |
| YTD | -38.9% | -6.8% | -32.0% | -38.3% |
| 1Y | -44.8% | -5.3% | -39.6% | -44.5% |
| 3Y | -18.4% | -9.8% | -8.7% | -18.0% |
| 5Y | -71.6% | +9.7% | -81.3% | -73.1% |
| All | -74.3% | +9.3% | -83.7% | -77.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling