+3,057.3%
SMH vs ITUB
+1,902.7%
+1,154.6%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.8% | +2.9% | +0.9% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | +0.9% | +2.6% | -1.7% | -0.1% |
| 3M | -2.8% | +8.4% | -11.3% | -5.3% |
| 6M | +45.6% | -0.5% | +46.2% | +45.4% |
| YTD | +59.5% | +15.3% | +44.2% | +52.6% |
| 1Y | +93.4% | +28.7% | +64.7% | +79.1% |
| 3Y | +287.1% | +118.7% | +168.4% | +204.5% |
| 5Y | +338.0% | +182.7% | +155.4% | +209.1% |
| 10Y | +1,876.8% | +207.6% | +1,669.2% | +1,147.7% |
| All | +3,057.3% | +1,902.7% | +1,154.6% | +858.7% |
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