+611.5%
SAN vs ITUB
+1,920.1%
-1,308.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +1.8% | +8.7% | -6.9% | -2.1% |
| 30D | +2.0% | -0.7% | +2.7% | +2.1% |
| 3M | +19.7% | +7.8% | +11.9% | +15.4% |
| 6M | +30.6% | -3.4% | +34.0% | +32.5% |
| YTD | +28.8% | +16.3% | +12.6% | +19.9% |
| 1Y | +57.8% | +29.8% | +27.9% | +39.2% |
| 3Y | +338.1% | +111.1% | +227.1% | +205.6% |
| 5Y | +384.2% | +173.6% | +210.7% | +188.2% |
| 10Y | +353.2% | +193.2% | +159.9% | +132.9% |
| All | +611.5% | +1,920.1% | -1,308.6% | +68.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling