+2,903.8%
ITUB vs SNY
+241.9%
+2,661.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.1% | +0.2% | +0.3% |
| 7D | +2.2% | -3.3% | +5.5% | +4.2% |
| 30D | +12.6% | -2.2% | +14.8% | +14.0% |
| 3M | +6.4% | -3.0% | +9.4% | +7.6% |
| 6M | +0.6% | +2.7% | -2.1% | -1.8% |
| YTD | +18.8% | -6.8% | +25.7% | +22.6% |
| 1Y | +31.0% | -5.3% | +36.3% | +32.7% |
| 3Y | +118.1% | -9.8% | +127.9% | +115.2% |
| 5Y | +193.0% | +9.7% | +183.4% | +144.7% |
| 10Y | +217.1% | +64.5% | +152.6% | +92.0% |
| All | +2,903.8% | +241.9% | +2,661.9% | +1,020.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling