+80.1%
SO vs GRAB
-71.2%
+151.3%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.2% | -5.3% | +5.1% | -0.2% |
| 30D | -4.6% | -8.6% | +4.0% | -4.6% |
| 3M | -3.0% | -1.2% | -1.9% | -3.0% |
| 6M | -8.3% | -16.6% | +8.3% | -8.3% |
| YTD | +3.5% | -31.5% | +35.0% | +3.4% |
| 1Y | -0.9% | -32.3% | +31.4% | -1.1% |
| 3Y | +45.4% | -10.7% | +56.1% | +45.2% |
| 5Y | +59.6% | -67.9% | +127.5% | +56.9% |
| All | +80.1% | -71.2% | +151.3% | +79.6% |
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