+81.0%
ITUB vs SBAC
-6.5%
+87.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +2.0% |
| 7D | +1.9% | +0.6% | +1.3% | +1.8% |
| 30D | -22.2% | +5.5% | -27.7% | -22.8% |
| 3M | +2.7% | +3.1% | -0.4% | +1.9% |
| 6M | -3.0% | -7.0% | +4.1% | -2.4% |
| YTD | +7.5% | +0.5% | +7.0% | +7.0% |
| 1Y | +10.5% | +0.2% | +10.2% | +10.0% |
| 3Y | +81.0% | -7.4% | +88.3% | +82.0% |
| All | +81.0% | -6.5% | +87.5% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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