-74.3%
GRAB vs STZ
-34.8%
-39.5%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +1.6% |
| 7D | -10.8% | -4.5% | -6.3% | -9.9% |
| 30D | -15.5% | -8.6% | -6.9% | -13.8% |
| 3M | -9.0% | -13.8% | +4.8% | -6.1% |
| 6M | -21.6% | -17.2% | -4.4% | -18.6% |
| YTD | -38.9% | -9.4% | -29.5% | -38.2% |
| 1Y | -44.8% | -11.9% | -33.0% | -44.0% |
| 3Y | -18.4% | -49.6% | +31.2% | -5.5% |
| 5Y | -71.6% | -37.2% | -34.5% | -67.7% |
| All | -74.3% | -34.8% | -39.5% | -70.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling