+74.6%
SAP vs ITUB
+182.0%
-107.4%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.7% | -1.3% |
| 7D | +1.5% | +4.9% | -3.4% | +0.9% |
| 30D | +8.8% | -27.2% | +36.1% | +13.1% |
| 3M | +12.1% | -6.1% | +18.2% | +11.7% |
| 6M | +34.6% | -10.7% | +45.2% | +34.8% |
| YTD | -2.1% | +5.5% | -7.6% | -5.4% |
| 1Y | -5.5% | +7.8% | -13.4% | -9.2% |
| 3Y | +67.4% | +75.0% | -7.5% | +45.2% |
| 5Y | +74.6% | +178.6% | -104.0% | +39.6% |
| All | +74.6% | +182.0% | -107.4% | +39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling