+789.9%
SAP vs ITUB
+1,920.1%
-1,130.2%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.7% |
| 7D | -2.9% | +8.7% | -11.6% | -5.2% |
| 30D | +9.0% | -0.7% | +9.7% | +9.0% |
| 3M | +14.9% | +7.8% | +7.2% | +11.9% |
| 6M | +11.9% | -3.4% | +15.3% | +11.9% |
| YTD | -9.9% | +16.3% | -26.2% | -14.8% |
| 1Y | -19.5% | +29.8% | -49.4% | -26.5% |
| 3Y | +61.8% | +111.1% | -49.3% | +27.2% |
| 5Y | +56.2% | +173.6% | -117.4% | +9.8% |
| 10Y | +180.6% | +193.2% | -12.6% | +73.3% |
| All | +789.9% | +1,920.1% | -1,130.2% | +133.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling