+236.6%
SAP vs ITUB
+175.8%
+60.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | -0.1% |
| 7D | +0.6% | +1.9% | -1.3% | +0.2% |
| 30D | +6.5% | -22.2% | +28.7% | +11.1% |
| 3M | +12.2% | +2.7% | +9.5% | +10.1% |
| 6M | +46.1% | -3.0% | +49.0% | +44.2% |
| YTD | -1.6% | +7.5% | -9.1% | -5.5% |
| 1Y | -5.1% | +10.5% | -15.6% | -9.5% |
| 3Y | +68.4% | +81.0% | -12.6% | +42.5% |
| 5Y | +79.4% | +181.8% | -102.4% | +34.2% |
| All | +236.6% | +175.8% | +60.8% | +147.7% |
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