-72.7%
GRAB vs STLA
-45.2%
-27.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.1% | -1.9% | -4.1% |
| 7D | -6.1% | +0.7% | -6.8% | -6.3% |
| 30D | -11.2% | -2.4% | -8.8% | -10.8% |
| 3M | -2.4% | -23.9% | +21.5% | +5.2% |
| 6M | -18.3% | -24.6% | +6.3% | -11.9% |
| YTD | -34.9% | -50.5% | +15.6% | -21.4% |
| 1Y | -37.4% | -39.8% | +2.5% | -30.4% |
| 3Y | -12.6% | -65.6% | +53.0% | +10.8% |
| 5Y | -69.7% | -62.1% | -7.7% | -65.7% |
| All | -72.7% | -45.2% | -27.5% | -71.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling