+2,938.7%
STRL vs GRAB
-71.2%
+3,009.9%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | 0.0% | +5.8% | +5.8% |
| 7D | +3.4% | -5.3% | +8.7% | +4.2% |
| 30D | -9.2% | -8.6% | -0.7% | -8.1% |
| 3M | -51.0% | -1.2% | -49.9% | -51.1% |
| 6M | +15.8% | -16.6% | +32.4% | +18.5% |
| YTD | +58.9% | -31.5% | +90.3% | +66.9% |
| 1Y | +68.5% | -32.3% | +100.8% | +77.9% |
| 3Y | +485.2% | -10.7% | +495.9% | +493.6% |
| 5Y | +2,005.1% | -67.9% | +2,073.0% | +2,090.4% |
| All | +2,938.7% | -71.2% | +3,009.9% | +2,992.0% |
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