+378.7%
SAN vs ITUB
+186.4%
+192.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | +0.1% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -0.1% | +2.6% | -2.6% | -1.4% |
| 3M | +19.6% | +8.4% | +11.2% | +14.9% |
| 6M | +32.7% | -0.5% | +33.2% | +32.8% |
| YTD | +26.7% | +15.3% | +11.4% | +18.6% |
| 1Y | +51.6% | +28.7% | +22.9% | +34.9% |
| 3Y | +348.7% | +118.7% | +230.1% | +214.4% |
| 5Y | +378.7% | +182.7% | +196.1% | +183.5% |
| All | +378.7% | +186.4% | +192.4% | +183.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling