-14.4%
SMR vs ITUB
+167.7%
-182.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.4% | -16.0% | -15.9% |
| 7D | -11.2% | +2.2% | -13.4% | -12.2% |
| 30D | -10.2% | +12.6% | -22.8% | -15.3% |
| 3M | -10.0% | +6.4% | -16.4% | -12.9% |
| 6M | -30.5% | +0.6% | -31.0% | -30.5% |
| YTD | -39.2% | +18.8% | -58.1% | -43.1% |
| 1Y | -75.5% | +31.0% | -106.5% | -77.9% |
| 3Y | +45.4% | +118.1% | -72.6% | +12.6% |
| All | -14.4% | +167.7% | -182.1% | -36.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling