+293.6%
SAN vs ITUB
+173.2%
+120.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.4% | -0.4% | -1.8% |
| 7D | +1.0% | +1.1% | -0.1% | +0.5% |
| 30D | -9.4% | -25.4% | +16.1% | +1.8% |
| 3M | -17.1% | -0.3% | -16.8% | -19.1% |
| 6M | +2.2% | -8.0% | +10.1% | +3.3% |
| YTD | +6.0% | +5.2% | +0.8% | +1.1% |
| 1Y | +12.7% | +7.4% | +5.3% | +6.3% |
| 3Y | +242.1% | +74.5% | +167.6% | +158.6% |
| 5Y | +293.6% | +175.8% | +117.8% | +126.0% |
| All | +293.6% | +173.2% | +120.4% | +126.0% |
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