-18.4%
GRAB vs SSNC
+49.3%
-67.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +0.5% |
| 7D | -10.8% | -4.0% | -6.8% | -9.0% |
| 30D | -15.5% | +0.5% | -16.0% | -15.7% |
| 3M | -9.0% | +18.9% | -27.9% | -16.2% |
| 6M | -21.6% | +10.8% | -32.4% | -25.5% |
| YTD | -38.9% | -7.1% | -31.7% | -36.6% |
| 1Y | -44.8% | -9.6% | -35.2% | -42.0% |
| 3Y | -18.4% | +51.1% | -69.5% | -32.5% |
| All | -18.4% | +49.3% | -67.7% | -32.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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