-5.1%
SAP vs ITUB
+8.3%
-13.4%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.2% | -1.8% | +0.4% |
| 7D | +0.6% | +1.9% | -1.3% | +0.7% |
| 30D | +6.5% | -22.2% | +28.7% | +5.9% |
| 3M | +12.2% | +2.7% | +9.5% | +12.3% |
| 6M | +46.1% | -3.0% | +49.0% | +45.1% |
| YTD | -1.6% | +7.5% | -9.1% | -1.6% |
| 1Y | -5.1% | +10.5% | -15.6% | -5.3% |
| All | -5.1% | +8.3% | -13.4% | -5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling