+44.4%
SITM vs ITUB
+9.0%
+35.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.3% | -12.6% | -10.4% |
| 7D | -19.5% | -1.6% | -17.9% | -19.1% |
| 30D | -43.2% | -26.6% | -16.6% | -37.4% |
| 3M | -30.8% | -11.1% | -19.8% | -30.8% |
| 6M | -28.6% | -13.1% | -15.5% | -28.1% |
| YTD | +14.2% | +3.9% | +10.3% | +10.7% |
| 1Y | +44.4% | +9.8% | +34.6% | +32.6% |
| All | +44.4% | +9.0% | +35.4% | +32.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling