-18.4%
GRAB vs SRE
+28.3%
-46.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.6% |
| 7D | -10.8% | -0.8% | -10.0% | -10.6% |
| 30D | -15.5% | -3.0% | -12.5% | -14.9% |
| 3M | -9.0% | -8.3% | -0.6% | -6.9% |
| 6M | -21.6% | -8.9% | -12.7% | -19.9% |
| YTD | -38.9% | -4.3% | -34.6% | -38.9% |
| 1Y | -44.8% | +2.7% | -47.6% | -46.3% |
| 3Y | -18.4% | +28.7% | -47.1% | -22.9% |
| All | -18.4% | +28.3% | -46.7% | -22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling