+9.8%
SNOW vs GRAB
-72.7%
+82.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.0% | +4.5% | +1.0% |
| 7D | +4.9% | -6.1% | +11.0% | +6.7% |
| 30D | +1.5% | -11.2% | +12.7% | +5.0% |
| 3M | +39.5% | -2.4% | +41.9% | +39.7% |
| 6M | +85.9% | -18.3% | +104.2% | +95.9% |
| YTD | +52.9% | -34.9% | +87.8% | +73.1% |
| 1Y | +48.1% | -37.4% | +85.5% | +68.8% |
| 3Y | +102.2% | -12.6% | +114.8% | +101.0% |
| 5Y | +5.5% | -69.7% | +75.2% | +10.9% |
| All | +9.8% | -72.7% | +82.4% | +3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling