+117.3%
ITUB vs SBAC
-11.3%
+128.6%
-27.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.8% | +5.6% | +3.2% |
| 7D | +1.0% | -5.3% | +6.2% | +1.8% |
| 30D | +10.7% | +0.4% | +10.3% | +10.6% |
| 3M | +10.1% | -11.9% | +22.0% | +12.3% |
| 6M | -0.1% | -4.5% | +4.4% | +0.5% |
| YTD | +18.4% | -4.3% | +22.8% | +18.9% |
| 1Y | +31.3% | -3.9% | +35.2% | +31.6% |
| All | +117.3% | -11.3% | +128.6% | +118.5% |
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