+185.2%
SITM vs ITUB
+186.2%
-0.9%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.4% | +5.2% | +5.4% |
| 7D | +3.9% | +2.2% | +1.6% | +3.0% |
| 30D | -6.6% | +12.6% | -19.2% | -10.7% |
| 3M | -11.9% | +6.4% | -18.3% | -14.0% |
| 6M | +81.1% | +0.6% | +80.5% | +80.1% |
| YTD | +80.0% | +18.8% | +61.1% | +69.2% |
| 1Y | +145.8% | +31.0% | +114.8% | +123.8% |
| 3Y | +475.9% | +118.1% | +357.8% | +352.1% |
| All | +185.2% | +186.2% | -0.9% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling