-74.3%
GRAB vs SPXS
-93.2%
+18.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.4% | +3.7% | +0.4% |
| 7D | -10.8% | +2.5% | -13.3% | -9.8% |
| 30D | -15.5% | +4.2% | -19.7% | -13.9% |
| 3M | -9.0% | -9.3% | +0.4% | -11.5% |
| 6M | -21.6% | -30.7% | +9.1% | -30.4% |
| YTD | -38.9% | -28.1% | -10.8% | -44.7% |
| 1Y | -44.8% | -35.1% | -9.8% | -51.3% |
| 3Y | -18.4% | -79.6% | +61.1% | -48.7% |
| 5Y | -71.6% | -86.3% | +14.6% | -81.7% |
| All | -74.3% | -93.2% | +18.9% | -86.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling