+349.7%
SOXX vs GRAB
-74.3%
+424.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.5% | +1.6% |
| 7D | +1.4% | -10.8% | +12.2% | +3.4% |
| 30D | -3.6% | -15.5% | +11.9% | -0.7% |
| 3M | -10.2% | -9.0% | -1.2% | -9.0% |
| 6M | +54.2% | -21.6% | +75.8% | +60.5% |
| YTD | +75.2% | -38.9% | +114.1% | +90.3% |
| 1Y | +107.5% | -44.8% | +152.4% | +129.4% |
| 3Y | +226.8% | -18.4% | +245.2% | +232.3% |
| 5Y | +251.2% | -71.6% | +322.9% | +268.0% |
| All | +349.7% | -74.3% | +424.0% | +371.2% |
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