-18.7%
GRAB vs STT
+195.2%
-213.9%
-52.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | 0.0% | -6.5% | -6.5% |
| 7D | -13.9% | +1.0% | -14.9% | -14.3% |
| 30D | -17.2% | +2.8% | -20.0% | -18.4% |
| 3M | -7.9% | +18.1% | -26.0% | -15.5% |
| 6M | -23.2% | +59.2% | -82.4% | -39.5% |
| YTD | -39.1% | +51.5% | -90.5% | -51.1% |
| 1Y | -42.5% | +75.7% | -118.2% | -57.3% |
| All | -18.7% | +195.2% | -213.9% | -51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling