+1,863.5%
SGI vs ITUB
+1,618.4%
+245.1%
-89.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.0% | -2.4% | -1.2% |
| 7D | +9.3% | +8.2% | +1.0% | +6.0% |
| 30D | +6.9% | +4.7% | +2.2% | +4.9% |
| 3M | +2.8% | +13.0% | -10.2% | -2.3% |
| 6M | -12.6% | +4.2% | -16.8% | -14.1% |
| YTD | -21.5% | +18.6% | -40.1% | -26.9% |
| 1Y | -18.8% | +31.3% | -50.0% | -27.5% |
| 3Y | +60.8% | +124.9% | -64.0% | +13.4% |
| 5Y | +60.0% | +195.6% | -135.6% | -3.8% |
| 10Y | +267.8% | +196.4% | +71.5% | +98.4% |
| All | +1,863.5% | +1,618.4% | +245.1% | +486.5% |
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