-45.6%
GRAB vs STT
+77.0%
-122.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -15.4% |
| 6M | -22.2% | +57.9% | -80.1% | -38.2% |
| YTD | -39.7% | +51.0% | -90.7% | -51.8% |
| All | -45.6% | +77.0% | -122.6% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling