-74.3%
GRAB vs STLA
-45.1%
-29.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.3% | -0.9% | +0.6% |
| 7D | -10.8% | -2.9% | -7.9% | -10.0% |
| 30D | -15.5% | +0.9% | -16.4% | -15.9% |
| 3M | -9.0% | -21.6% | +12.7% | -2.6% |
| 6M | -21.6% | -21.6% | 0.0% | -16.4% |
| YTD | -38.9% | -50.4% | +11.5% | -26.3% |
| 1Y | -44.8% | -43.6% | -1.3% | -37.2% |
| 3Y | -18.4% | -66.4% | +48.0% | +4.7% |
| 5Y | -71.6% | -62.3% | -9.3% | -67.8% |
| All | -74.3% | -45.1% | -29.3% | -73.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling