+30.0%
SOXX vs GRAB
-40.2%
+70.1%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.1% | +3.6% | -15.7% | -12.9% |
| 7D | -23.0% | +26.1% | -49.1% | -27.6% |
| 30D | -32.9% | +13.4% | -46.2% | -35.0% |
| 3M | -25.4% | -7.0% | -18.4% | -23.3% |
| 6M | -17.9% | -5.4% | -12.5% | -17.3% |
| YTD | +31.6% | -30.3% | +61.9% | +49.5% |
| 1Y | +30.0% | -38.3% | +68.3% | +57.5% |
| All | +30.0% | -40.2% | +70.1% | +57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling