-74.4%
GRAB vs SPXS
-93.2%
+18.8%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +1.4% | -7.9% | -5.9% |
| 7D | -13.9% | +1.2% | -15.1% | -13.4% |
| 30D | -17.2% | +5.2% | -22.3% | -15.3% |
| 3M | -7.9% | -9.2% | +1.3% | -10.3% |
| 6M | -23.2% | -29.6% | +6.4% | -31.5% |
| YTD | -39.1% | -27.6% | -11.5% | -44.7% |
| 1Y | -42.5% | -36.7% | -5.8% | -49.8% |
| 3Y | -18.3% | -79.8% | +61.6% | -48.9% |
| 5Y | -71.7% | -85.9% | +14.1% | -81.6% |
| All | -74.4% | -93.2% | +18.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling