+354.5%
STRL vs GRAB
-0.6%
+355.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | 0.0% |
| 7D | +23.4% | -6.9% | +30.3% | +25.9% |
| 30D | -39.5% | +8.7% | -48.2% | -41.6% |
| 3M | -45.1% | -10.2% | -34.8% | -43.9% |
| 6M | -64.6% | -11.0% | -53.6% | -64.1% |
| YTD | -1.5% | -35.1% | +33.6% | +10.8% |
| 1Y | -20.8% | -44.0% | +23.3% | -5.9% |
| All | +354.5% | -0.6% | +355.1% | +375.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling