+8.2%
SEI vs ITUB
+9.0%
-0.8%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.9% | +3.3% | -20.2% | -17.9% |
| 7D | -16.4% | -1.6% | -14.8% | -16.1% |
| 30D | -22.9% | -26.6% | +3.7% | -14.2% |
| 3M | -0.3% | -11.1% | +10.8% | -2.0% |
| 6M | -22.3% | -13.1% | -9.2% | -22.1% |
| YTD | +26.2% | +3.9% | +22.3% | +15.8% |
| 1Y | +8.2% | +9.8% | -1.5% | -6.9% |
| All | +8.2% | +9.0% | -0.8% | -6.9% |
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