+137.2%
ITUB vs SSNC
+1,037.0%
-899.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -3.8% | +5.8% | +3.5% |
| 7D | +8.2% | -1.8% | +10.0% | +9.0% |
| 30D | +4.7% | +1.9% | +2.8% | +3.8% |
| 3M | +13.0% | +18.4% | -5.4% | +4.4% |
| 6M | +4.2% | +7.0% | -2.8% | +0.1% |
| YTD | +18.6% | -6.9% | +25.5% | +20.2% |
| 1Y | +31.3% | -8.2% | +39.4% | +33.3% |
| 3Y | +124.9% | +50.5% | +74.4% | +81.2% |
| 5Y | +195.6% | +17.4% | +178.2% | +159.7% |
| 10Y | +196.4% | +164.9% | +31.5% | +75.6% |
| All | +137.2% | +1,037.0% | -899.8% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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