+1.5%
SMR vs ITUB
+166.7%
-165.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +2.7% | -8.3% | -6.9% |
| 7D | +4.7% | +1.0% | +3.7% | +4.2% |
| 30D | +3.2% | +10.7% | -7.5% | -1.8% |
| 3M | +9.9% | +10.1% | -0.2% | +4.6% |
| 6M | -15.1% | -0.1% | -15.0% | -14.8% |
| YTD | -27.9% | +18.4% | -46.4% | -32.4% |
| 1Y | -70.2% | +31.3% | -101.5% | -73.1% |
| 3Y | +72.5% | +124.6% | -52.1% | +32.7% |
| All | +1.5% | +166.7% | -165.2% | -24.6% |
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