-41.9%
GRAB vs STLA
-53.0%
+11.1%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +3.8% | +3.9% | +7.2% |
| 7D | +22.2% | -0.6% | +22.8% | +22.2% |
| 30D | +6.0% | +3.6% | +2.4% | +5.3% |
| 3M | -9.7% | -20.6% | +11.0% | -7.6% |
| 6M | -7.2% | -34.3% | +27.1% | -3.0% |
| YTD | -32.7% | -57.3% | +24.6% | -29.2% |
| 1Y | -41.9% | -52.6% | +10.7% | -41.6% |
| All | -41.9% | -53.0% | +11.1% | -41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 1y: compounded portfolio wealth divided by compounded STLA 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…
1y analysis · Full analysis span regression · 6 months rolling