-71.2%
GRAB vs SPMO
+149.5%
-220.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +0.9% |
| 7D | -10.8% | -0.9% | -9.9% | -10.2% |
| 30D | -15.5% | -1.9% | -13.6% | -14.4% |
| 3M | -9.0% | -1.4% | -7.6% | -9.7% |
| 6M | -21.6% | +25.5% | -47.1% | -37.9% |
| YTD | -38.9% | +24.8% | -63.7% | -51.4% |
| 1Y | -44.8% | +24.5% | -69.3% | -55.8% |
| 3Y | -18.4% | +157.1% | -175.6% | -67.3% |
| All | -71.2% | +149.5% | -220.7% | -88.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling