+1,726.3%
STRL vs GRAB
-72.8%
+1,799.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | +15.7% | -5.0% | +20.6% | +16.5% |
| 30D | -35.5% | +11.3% | -46.8% | -36.8% |
| 3M | -47.1% | -12.4% | -34.7% | -46.5% |
| 6M | -65.8% | -10.7% | -55.0% | -65.6% |
| YTD | -4.5% | -35.1% | +30.6% | +0.4% |
| 1Y | -10.5% | -41.5% | +31.0% | -4.4% |
| 3Y | +340.6% | -2.7% | +343.3% | +342.1% |
| 5Y | +911.0% | -80.2% | +991.2% | +1,015.7% |
| All | +1,726.3% | -72.8% | +1,799.0% | +1,760.5% |
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 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