-18.4%
GRAB vs SYY
+29.1%
-47.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.1% | +0.2% | +1.3% |
| 7D | -10.8% | +3.9% | -14.8% | -11.0% |
| 30D | -15.5% | -1.7% | -13.8% | -15.4% |
| 3M | -9.0% | +5.2% | -14.1% | -9.2% |
| 6M | -21.6% | -0.2% | -21.4% | -21.8% |
| YTD | -38.9% | +15.4% | -54.2% | -39.3% |
| 1Y | -44.8% | +5.6% | -50.4% | -45.0% |
| 3Y | -18.4% | +28.9% | -47.3% | -22.8% |
| All | -18.4% | +29.1% | -47.6% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 3y: compounded portfolio wealth divided by compounded SYY 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…
3y analysis · Full analysis span regression · 6 months rolling