-14.9%
SNPS vs GRAB
-18.9%
+4.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.5% | +6.8% | +1.9% |
| 7D | -5.5% | -13.9% | +8.4% | -2.0% |
| 30D | -4.5% | -17.2% | +12.7% | -0.2% |
| 3M | -15.5% | -7.9% | -7.6% | -14.2% |
| 6M | -10.1% | -23.2% | +13.2% | -4.6% |
| YTD | -16.3% | -39.1% | +22.8% | -6.3% |
| 1Y | -34.9% | -42.5% | +7.6% | -26.0% |
| All | -14.9% | -18.9% | +4.1% | -10.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling