+71.2%
SNPS vs GRAB
-71.2%
+142.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.4% | -5.4% |
| 7D | -11.0% | -5.3% | -5.8% | -10.2% |
| 30D | -1.7% | -8.6% | +6.8% | -0.4% |
| 3M | -20.4% | -1.2% | -19.2% | -20.3% |
| 6M | -8.6% | -16.6% | +8.0% | -6.2% |
| YTD | -16.2% | -31.5% | +15.3% | -11.3% |
| 1Y | -34.6% | -32.3% | -2.3% | -30.6% |
| 3Y | -14.5% | -10.7% | -3.8% | -14.4% |
| 5Y | +17.0% | -67.9% | +84.8% | +17.5% |
| All | +71.2% | -71.2% | +142.5% | +73.6% |
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 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