+186.2%
ITUB vs SBAC
-43.5%
+229.6%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.9% | 0.0% |
| 7D | +2.2% | -2.1% | +4.3% | +2.5% |
| 30D | +12.6% | +2.0% | +10.6% | +12.2% |
| 3M | +6.4% | -8.3% | +14.7% | +7.8% |
| 6M | +0.6% | +0.3% | +0.3% | 0.0% |
| YTD | +18.8% | -2.2% | +21.1% | +18.5% |
| 1Y | +31.0% | -4.6% | +35.6% | +31.2% |
| 3Y | +118.1% | -8.3% | +126.4% | +117.8% |
| All | +186.2% | -43.5% | +229.6% | +221.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling