-41.9%
GRAB vs SPXS
-30.2%
-11.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -4.9% | +12.6% | +5.4% |
| 7D | +22.2% | +2.2% | +20.0% | +23.6% |
| 30D | +6.0% | +3.8% | +2.2% | +8.2% |
| 3M | -9.7% | +3.3% | -13.0% | -7.6% |
| 6M | -7.2% | -16.7% | +9.5% | -13.2% |
| YTD | -32.7% | -28.5% | -4.1% | -40.6% |
| 1Y | -41.9% | -30.4% | -11.5% | -49.3% |
| All | -41.9% | -30.2% | -11.7% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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