-72.0%
GRAB vs SUI
+2.9%
-74.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.3% |
| 7D | -0.9% | -2.4% | +1.5% | -0.1% |
| 30D | +5.7% | +3.3% | +2.4% | +4.6% |
| 3M | -11.0% | +0.7% | -11.6% | -11.1% |
| 6M | -8.8% | -4.1% | -4.6% | -7.9% |
| YTD | -33.3% | -1.8% | -31.5% | -33.3% |
| 1Y | -43.4% | -4.1% | -39.3% | -43.0% |
| 3Y | +1.8% | +17.4% | -15.6% | -7.4% |
| 5Y | -80.5% | -27.0% | -53.5% | -79.7% |
| All | -72.0% | +2.9% | -74.9% | -72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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