-74.0%
GRAB vs SOXQ
+286.7%
-360.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.4% | +0.5% |
| 7D | -10.8% | +0.8% | -11.6% | -11.2% |
| 30D | -15.5% | -4.6% | -10.9% | -13.9% |
| 3M | -9.0% | -10.2% | +1.2% | -6.7% |
| 6M | -21.6% | +49.7% | -71.3% | -39.5% |
| YTD | -38.9% | +67.2% | -106.1% | -55.8% |
| 1Y | -44.8% | +98.0% | -142.9% | -63.6% |
| 3Y | -18.4% | +237.2% | -255.6% | -63.6% |
| 5Y | -71.6% | +261.3% | -332.9% | -88.2% |
| All | -74.0% | +286.7% | -360.7% | -89.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXQ.
Daily Out/Under-Performance
Portfolio return minus SOXQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXQ 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 SOXQ 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