-74.7%
GRAB vs SPMO
+202.4%
-277.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.9% | +0.5% |
| 7D | -12.0% | +0.1% | -12.1% | -12.1% |
| 30D | -19.5% | -0.7% | -18.8% | -19.3% |
| 3M | -8.0% | +2.8% | -10.8% | -12.2% |
| 6M | -22.2% | +24.4% | -46.7% | -38.5% |
| YTD | -39.7% | +24.2% | -63.9% | -52.3% |
| 1Y | -43.2% | +24.5% | -67.7% | -55.0% |
| 3Y | -19.1% | +155.6% | -174.7% | -68.9% |
| 5Y | -72.0% | +148.2% | -220.2% | -88.9% |
| All | -74.7% | +202.4% | -277.0% | -92.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling