+475.9%
SITM vs ITUB
+120.9%
+355.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.3% |
| 7D | +3.9% | +2.2% | +1.6% | +2.6% |
| 30D | -6.6% | +12.6% | -19.2% | -12.5% |
| 3M | -11.9% | +6.4% | -18.3% | -15.1% |
| 6M | +81.1% | +0.6% | +80.5% | +79.0% |
| YTD | +80.0% | +18.8% | +61.1% | +63.2% |
| 1Y | +145.8% | +31.0% | +114.8% | +111.5% |
| 3Y | +475.9% | +118.1% | +357.8% | +254.8% |
| All | +475.9% | +120.9% | +355.0% | +254.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling