+686.9%
SEI vs ITUB
+133.8%
+553.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +4.9% |
| 7D | +22.6% | +2.2% | +20.4% | +21.3% |
| 30D | +9.1% | +12.6% | -3.5% | +3.5% |
| 3M | -11.3% | +6.4% | -17.7% | -13.6% |
| 6M | +22.0% | +0.6% | +21.4% | +21.7% |
| YTD | +47.3% | +18.8% | +28.4% | +37.2% |
| 1Y | +124.8% | +31.0% | +93.8% | +100.5% |
| 3Y | +591.3% | +118.1% | +473.2% | +388.0% |
| 5Y | +1,008.2% | +193.0% | +815.2% | +558.4% |
| All | +686.9% | +133.8% | +553.1% | +387.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling