+262.8%
SGI vs ITUB
+220.1%
+42.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.9% |
| 7D | -4.5% | +2.2% | -6.7% | -5.2% |
| 30D | +4.2% | +12.6% | -8.4% | -0.1% |
| 3M | -7.4% | +6.4% | -13.9% | -9.9% |
| 6M | -15.1% | +0.6% | -15.6% | -15.4% |
| YTD | -24.7% | +18.8% | -43.5% | -29.3% |
| 1Y | -21.8% | +31.0% | -52.8% | -29.2% |
| 3Y | +50.0% | +118.1% | -68.0% | +11.1% |
| 5Y | +48.9% | +193.0% | -144.1% | -5.8% |
| All | +262.8% | +220.1% | +42.7% | +123.6% |
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 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