-74.7%
GRAB vs STT
+217.0%
-291.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -12.0% | -1.4% | -10.6% | -11.5% |
| 30D | -19.5% | +2.2% | -21.7% | -20.3% |
| 3M | -8.0% | +18.8% | -26.8% | -14.1% |
| 6M | -22.2% | +57.9% | -80.1% | -34.9% |
| YTD | -39.7% | +51.0% | -90.7% | -48.8% |
| 1Y | -43.2% | +77.1% | -120.4% | -54.7% |
| 3Y | -19.1% | +199.8% | -218.9% | -46.7% |
| 5Y | -72.0% | +156.0% | -228.0% | -81.6% |
| All | -74.7% | +217.0% | -291.7% | -83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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