+3.5%
SNOW vs GRAB
-72.2%
+75.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | -7.5% | -12.0% | +4.5% | -4.0% |
| 30D | -1.3% | -19.5% | +18.2% | +4.9% |
| 3M | +37.4% | -8.0% | +45.4% | +39.9% |
| 6M | +88.1% | -22.2% | +110.3% | +100.5% |
| YTD | +50.3% | -39.7% | +90.0% | +73.1% |
| 1Y | +46.0% | -43.2% | +89.2% | +70.4% |
| 3Y | +98.7% | -19.1% | +117.8% | +102.5% |
| All | +3.5% | -72.2% | +75.7% | -1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GRAB.
Daily Out/Under-Performance
Portfolio return minus GRAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GRAB 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 5y: compounded portfolio wealth divided by compounded GRAB 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…
5y analysis · Full analysis span regression · 6 months rolling