+19.5%
SNPS vs GRAB
-72.0%
+91.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.2% |
| 7D | -4.6% | -12.0% | +7.4% | -2.6% |
| 30D | -3.3% | -19.5% | +16.2% | +0.1% |
| 3M | -13.8% | -8.0% | -5.8% | -12.8% |
| 6M | -8.2% | -22.2% | +14.0% | -4.6% |
| YTD | -15.4% | -39.7% | +24.2% | -8.7% |
| 1Y | +2.4% | -43.2% | +45.6% | +11.8% |
| 3Y | -13.5% | -19.1% | +5.6% | -11.8% |
| 5Y | +19.5% | -72.0% | +91.5% | +15.4% |
| All | +19.5% | -72.0% | +91.5% | +15.4% |
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 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