+942.9%
STRL vs GRAB
-80.8%
+1,023.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.7% | +2.0% | -0.3% |
| 7D | +23.4% | -6.9% | +30.3% | +24.7% |
| 30D | -39.5% | +8.7% | -48.2% | -40.6% |
| 3M | -45.1% | -10.2% | -34.8% | -44.5% |
| 6M | -64.6% | -11.0% | -53.6% | -64.4% |
| YTD | -1.5% | -35.1% | +33.6% | +3.9% |
| 1Y | -20.8% | -44.0% | +23.3% | -14.4% |
| 3Y | +353.1% | -0.9% | +354.0% | +355.7% |
| 5Y | +942.9% | -80.2% | +1,023.1% | +947.3% |
| All | +942.9% | -80.8% | +1,023.7% | +947.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling