+4,789.7%
SITM vs ITUB
+105.7%
+4,684.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +3.9% | +2.2% | +1.6% | +2.8% |
| 30D | -6.6% | +12.6% | -19.2% | -11.7% |
| 3M | -11.9% | +6.4% | -18.3% | -14.6% |
| 6M | +81.1% | +0.6% | +80.5% | +80.0% |
| YTD | +80.0% | +18.8% | +61.1% | +65.6% |
| 1Y | +145.8% | +31.0% | +114.8% | +116.5% |
| 3Y | +475.9% | +118.1% | +357.8% | +298.9% |
| 5Y | +189.2% | +193.0% | -3.8% | +61.4% |
| All | +4,789.7% | +105.7% | +4,684.0% | +3,413.6% |
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