+176.3%
ITUB vs SFM
+140.2%
+36.2%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.1% |
| 7D | +1.9% | +6.0% | -4.2% | +1.4% |
| 30D | -22.2% | -19.5% | -2.7% | -21.1% |
| 3M | +2.7% | -37.0% | +39.7% | +6.0% |
| 6M | -3.0% | -41.0% | +38.0% | +0.5% |
| YTD | +7.5% | -34.6% | +42.2% | +10.0% |
| 1Y | +10.5% | -36.3% | +46.7% | +13.2% |
| 3Y | +81.0% | +24.5% | +56.5% | +70.0% |
| 5Y | +181.8% | +115.9% | +65.9% | +142.2% |
| All | +176.3% | +140.2% | +36.2% | +132.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 10y: compounded portfolio wealth divided by compounded SFM 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…
10y analysis · Full analysis span regression · 6 months rolling