+335.5%
SAN vs ITUB
+219.0%
+116.5%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.1% | -1.6% |
| 7D | -2.8% | +1.0% | -3.8% | -3.3% |
| 30D | -0.5% | +10.7% | -11.3% | -5.1% |
| 3M | +22.7% | +10.1% | +12.7% | +17.2% |
| 6M | +28.8% | -0.1% | +28.9% | +28.6% |
| YTD | +26.3% | +18.4% | +7.8% | +16.7% |
| 1Y | +48.8% | +31.3% | +17.6% | +31.1% |
| 3Y | +347.2% | +124.6% | +222.6% | +206.5% |
| 5Y | +383.8% | +192.0% | +191.8% | +183.5% |
| All | +335.5% | +219.0% | +116.5% | +122.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 10y: compounded portfolio wealth divided by compounded ITUB 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…
10y analysis · Full analysis span regression · 6 months rolling