+182.7%
ITUB vs SFM
+217.9%
-35.2%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -3.9% | +1.2% | -2.6% |
| 7D | 0.0% | -7.2% | +7.2% | +0.2% |
| 30D | +2.6% | -14.3% | +16.9% | +3.0% |
| 3M | +8.4% | -13.7% | +22.2% | +8.8% |
| 6M | -0.5% | -6.0% | +5.5% | -0.6% |
| YTD | +15.3% | -8.2% | +23.5% | +15.5% |
| 1Y | +28.7% | -46.2% | +75.0% | +32.8% |
| 3Y | +118.7% | +83.6% | +35.1% | +112.4% |
| 5Y | +182.7% | +212.7% | -30.0% | +162.4% |
| All | +182.7% | +217.9% | -35.2% | +162.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling