-74.4%
GRAB vs SSNC
+23.5%
-97.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -5.7% |
| 7D | -13.9% | -3.9% | -10.0% | -11.9% |
| 30D | -17.2% | -0.2% | -17.0% | -17.1% |
| 3M | -7.9% | +15.9% | -23.8% | -16.0% |
| 6M | -23.2% | +7.5% | -30.7% | -27.0% |
| YTD | -39.1% | -8.2% | -30.9% | -36.5% |
| 1Y | -42.5% | -9.3% | -33.2% | -39.7% |
| 3Y | -18.3% | +48.5% | -66.7% | -38.8% |
| 5Y | -71.7% | +16.0% | -87.7% | -76.0% |
| All | -74.4% | +23.5% | -97.9% | -80.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling