-41.9%
GRAB vs STZ
+14.7%
-56.7%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | +5.3% | +2.4% | +6.9% |
| 7D | +22.2% | +13.0% | +9.2% | +20.1% |
| 30D | +6.0% | +29.4% | -23.4% | +2.4% |
| 3M | -9.7% | +11.6% | -21.3% | -11.1% |
| 6M | -7.2% | -0.2% | -7.0% | -7.9% |
| YTD | -32.7% | +8.6% | -41.2% | -34.6% |
| 1Y | -41.9% | +15.9% | -57.8% | -41.7% |
| All | -41.9% | +14.7% | -56.7% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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