+2,928.5%
STRL vs GRAB
-74.7%
+3,003.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.9% |
| 7D | +5.4% | -12.0% | +17.4% | +7.3% |
| 30D | -9.0% | -19.5% | +10.5% | -6.1% |
| 3M | -37.1% | -8.0% | -29.1% | -36.6% |
| 6M | +17.8% | -22.2% | +40.0% | +21.8% |
| YTD | +58.3% | -39.7% | +98.0% | +69.4% |
| 1Y | +61.0% | -43.2% | +104.2% | +74.2% |
| 3Y | +517.8% | -19.1% | +536.9% | +536.6% |
| 5Y | +2,119.0% | -72.0% | +2,191.0% | +2,255.1% |
| All | +2,928.5% | -74.7% | +3,003.2% | +3,038.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling