+1,579.4%
STX vs GRAB
-71.2%
+1,650.6%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GRAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | 0.0% | +6.3% | +6.3% |
| 7D | +2.4% | -5.3% | +7.6% | +3.0% |
| 30D | +1.4% | -8.6% | +9.9% | +2.4% |
| 3M | -8.2% | -1.2% | -7.1% | -8.4% |
| 6M | +127.0% | -16.6% | +143.6% | +131.2% |
| YTD | +209.1% | -31.5% | +240.6% | +222.6% |
| 1Y | +365.4% | -32.3% | +397.7% | +386.6% |
| 3Y | +1,135.4% | -10.7% | +1,146.1% | +1,142.0% |
| 5Y | +991.5% | -67.9% | +1,059.4% | +999.0% |
| All | +1,579.4% | -71.2% | +1,650.6% | +1,510.2% |
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