+530.1%
SMTC vs ITUB
+220.1%
+310.0%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.4% | +4.7% | +5.0% |
| 7D | +13.1% | +2.2% | +10.9% | +12.2% |
| 30D | +19.5% | +12.6% | +6.8% | +14.6% |
| 3M | +2.2% | +6.4% | -4.2% | -0.1% |
| 6M | +94.9% | +0.6% | +94.3% | +93.9% |
| YTD | +127.0% | +18.8% | +108.1% | +113.8% |
| 1Y | +174.6% | +31.0% | +143.6% | +150.1% |
| 3Y | +615.9% | +118.1% | +497.8% | +451.6% |
| 5Y | +125.6% | +193.0% | -67.4% | +51.9% |
| All | +530.1% | +220.1% | +310.0% | +321.0% |
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