+689.9%
SEI vs ITUB
+126.8%
+563.1%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -2.8% | +8.6% | +7.0% |
| 7D | +28.2% | 0.0% | +28.2% | +28.2% |
| 30D | +15.5% | +2.6% | +12.9% | +14.1% |
| 3M | -1.4% | +8.4% | -9.8% | -4.4% |
| 6M | +37.4% | -0.5% | +38.0% | +37.9% |
| YTD | +47.8% | +15.3% | +32.5% | +39.6% |
| 1Y | +174.3% | +28.7% | +145.6% | +147.0% |
| 3Y | +598.5% | +118.7% | +479.8% | +393.1% |
| 5Y | +1,026.2% | +182.7% | +843.5% | +580.2% |
| All | +689.9% | +126.8% | +563.1% | +396.6% |
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 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