-20.8%
SIRI vs ITUB
+1,957.3%
-1,978.1%
-99.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.7% | -1.5% | +0.5% |
| 7D | -3.0% | +1.0% | -4.0% | -3.2% |
| 30D | +1.3% | +10.7% | -9.4% | -1.4% |
| 3M | +5.6% | +10.1% | -4.4% | +2.7% |
| 6M | +35.2% | -0.1% | +35.3% | +34.3% |
| YTD | +49.1% | +18.4% | +30.7% | +41.1% |
| 1Y | +26.8% | +31.3% | -4.5% | +16.4% |
| 3Y | -23.7% | +124.6% | -148.3% | -39.8% |
| 5Y | -41.8% | +192.0% | -233.8% | -58.7% |
| 10Y | -11.3% | +216.0% | -227.2% | -44.2% |
| All | -20.8% | +1,957.3% | -1,978.1% | -68.5% |
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