+222.0%
ITUB vs SFM
+132.6%
+89.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.9% | -3.7% | -1.1% |
| 7D | +8.7% | -0.1% | +8.8% | +8.7% |
| 30D | -0.7% | -4.4% | +3.7% | -0.3% |
| 3M | +7.8% | +1.5% | +6.3% | +7.4% |
| 6M | -3.4% | +6.5% | -9.9% | -4.7% |
| YTD | +16.3% | +2.2% | +14.1% | +15.0% |
| 1Y | +29.8% | -41.9% | +71.7% | +36.5% |
| 3Y | +111.1% | +106.8% | +4.3% | +86.4% |
| 5Y | +173.6% | +231.6% | -58.0% | +120.2% |
| 10Y | +193.2% | +258.4% | -65.2% | +121.0% |
| All | +222.0% | +132.6% | +89.4% | +153.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling