-72.7%
GRAB vs STT
+218.0%
-290.6%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -1.2% | -3.7% | -4.5% |
| 7D | -6.1% | +2.2% | -8.2% | -6.8% |
| 30D | -11.2% | +3.9% | -15.1% | -12.6% |
| 3M | -2.4% | +19.2% | -21.6% | -9.0% |
| 6M | -18.3% | +60.4% | -78.7% | -32.1% |
| YTD | -34.9% | +51.5% | -86.3% | -44.8% |
| 1Y | -37.4% | +76.3% | -113.7% | -49.9% |
| 3Y | -12.6% | +200.7% | -213.4% | -42.5% |
| 5Y | -69.7% | +157.5% | -227.2% | -80.1% |
| All | -72.7% | +218.0% | -290.6% | -82.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling