+56.5%
SAP vs ITUB
+125.3%
-68.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.6% | -2.0% |
| 7D | -0.3% | +8.2% | -8.5% | -1.6% |
| 30D | +2.6% | +4.7% | -2.1% | +1.7% |
| 3M | +16.3% | +13.0% | +3.2% | +12.8% |
| 6M | +6.4% | +4.2% | +2.2% | +5.0% |
| YTD | -11.4% | +18.6% | -30.0% | -15.9% |
| 1Y | -20.4% | +31.3% | -51.7% | -26.9% |
| 3Y | +56.5% | +124.9% | -68.4% | +16.7% |
| All | +56.5% | +125.3% | -68.8% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling