-72.7%
GRAB vs STZ
-35.6%
-37.0%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -5.6% | +0.6% | -3.7% |
| 7D | -6.1% | -7.4% | +1.3% | -4.4% |
| 30D | -11.2% | -10.9% | -0.3% | -8.9% |
| 3M | -2.4% | -13.4% | +11.0% | +0.6% |
| 6M | -18.3% | -16.2% | -2.1% | -15.4% |
| YTD | -34.9% | -10.4% | -24.4% | -34.0% |
| 1Y | -37.4% | -14.8% | -22.6% | -35.8% |
| 3Y | -12.6% | -50.1% | +37.5% | +1.5% |
| 5Y | -69.7% | -38.8% | -30.9% | -65.4% |
| All | -72.7% | -35.6% | -37.0% | -68.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling