+207.1%
ITUB vs SFM
+268.6%
-61.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +4.0% | +2.8% |
| 7D | +1.0% | -8.8% | +9.7% | +1.6% |
| 30D | +10.7% | -14.5% | +25.2% | +12.0% |
| 3M | +10.1% | -16.8% | +26.9% | +11.4% |
| 6M | -0.1% | -5.3% | +5.2% | -0.2% |
| YTD | +18.4% | -9.4% | +27.8% | +18.6% |
| 1Y | +31.3% | -46.2% | +77.4% | +37.6% |
| 3Y | +124.6% | +81.3% | +43.3% | +106.0% |
| 5Y | +192.0% | +211.9% | -19.9% | +145.8% |
| All | +207.1% | +268.6% | -61.5% | +141.1% |
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