-41.9%
GRAB vs SPMO
+11.0%
-52.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.8% | +8.5% | +8.0% |
| 7D | +22.2% | -8.9% | +31.1% | +26.5% |
| 30D | +6.0% | -13.8% | +19.8% | +12.3% |
| 3M | -9.7% | -12.5% | +2.8% | -4.9% |
| 6M | -7.2% | -1.5% | -5.7% | -13.9% |
| YTD | -32.7% | +11.3% | -44.0% | -44.6% |
| 1Y | -41.9% | +11.5% | -53.4% | -52.5% |
| All | -41.9% | +11.0% | -52.9% | -52.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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