+327.2%
SMH vs ITUB
+186.2%
+141.0%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.4% | +1.1% | +1.4% |
| 7D | +0.3% | +2.2% | -1.9% | -0.3% |
| 30D | -2.8% | +12.6% | -15.4% | -5.9% |
| 3M | -6.7% | +6.4% | -13.1% | -8.4% |
| 6M | +41.8% | +0.6% | +41.2% | +41.0% |
| YTD | +57.9% | +18.8% | +39.0% | +51.3% |
| 1Y | +87.6% | +31.0% | +56.6% | +75.7% |
| 3Y | +282.9% | +118.1% | +164.9% | +219.7% |
| All | +327.2% | +186.2% | +141.0% | +236.5% |
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