+9.8%
ITUB vs SNY
+2.7%
+7.1%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.7% | -1.4% | +2.4% |
| 7D | -1.6% | +12.4% | -14.0% | -3.7% |
| 30D | -26.6% | +20.1% | -46.7% | -29.3% |
| 3M | -11.0% | +11.2% | -22.3% | -12.5% |
| 6M | -13.0% | +9.5% | -22.6% | -14.5% |
| YTD | +3.9% | +3.4% | +0.5% | +3.7% |
| 1Y | +9.8% | +2.0% | +7.8% | +9.5% |
| All | +9.8% | +2.7% | +7.1% | +9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 1y: compounded portfolio wealth divided by compounded SNY 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…
1y analysis · Full analysis span regression · 6 months rolling