-10.5%
STRL vs GRAB
-43.3%
+32.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | -5.0% | +20.6% | +16.4% |
| 30D | -35.5% | +11.3% | -46.8% | -37.5% |
| 3M | -47.1% | -12.4% | -34.7% | -44.9% |
| 6M | -65.8% | -10.7% | -55.0% | -65.2% |
| YTD | -4.5% | -35.1% | +30.6% | +12.7% |
| 1Y | -10.5% | -41.5% | +31.0% | +17.8% |
| All | -10.5% | -43.3% | +32.8% | +17.8% |
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