+171.3%
SAP vs ITUB
+219.0%
-47.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.7% | -4.2% | -2.1% |
| 7D | -5.1% | +1.0% | -6.1% | -5.3% |
| 30D | -1.8% | +10.7% | -12.5% | -3.9% |
| 3M | +20.9% | +10.1% | +10.9% | +18.0% |
| 6M | +7.0% | -0.1% | +7.1% | +6.3% |
| YTD | -13.7% | +18.4% | -32.2% | -17.7% |
| 1Y | -19.6% | +31.3% | -50.8% | -25.2% |
| 3Y | +52.4% | +124.6% | -72.2% | +24.7% |
| 5Y | +54.4% | +192.0% | -137.6% | +15.8% |
| All | +171.3% | +219.0% | -47.6% | +88.0% |
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 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