+4,437.5%
SITM vs ITUB
+99.5%
+4,338.0%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.8% | +1.3% | -0.2% |
| 7D | +3.7% | 0.0% | +3.7% | +3.6% |
| 30D | -14.5% | +2.6% | -17.1% | -15.6% |
| 3M | -10.6% | +8.4% | -19.0% | -14.0% |
| 6M | +65.5% | -0.5% | +66.1% | +65.4% |
| YTD | +67.0% | +15.3% | +51.7% | +55.8% |
| 1Y | +138.6% | +28.7% | +109.9% | +111.9% |
| 3Y | +421.8% | +118.7% | +303.2% | +261.0% |
| 5Y | +172.4% | +182.7% | -10.2% | +54.6% |
| All | +4,437.5% | +99.5% | +4,338.0% | +3,206.3% |
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