+393.8%
SMTC vs ITUB
+1,920.1%
-1,526.3%
-85.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | -0.9% | +10.1% | +9.5% |
| 7D | +12.7% | +8.7% | +4.0% | +9.8% |
| 30D | +22.0% | -0.7% | +22.7% | +22.0% |
| 3M | -12.7% | +7.8% | -20.5% | -14.8% |
| 6M | +64.8% | -3.4% | +68.2% | +66.3% |
| YTD | +100.7% | +16.3% | +84.4% | +91.2% |
| 1Y | +146.9% | +29.8% | +117.1% | +127.1% |
| 3Y | +456.8% | +111.1% | +345.7% | +338.8% |
| 5Y | +89.2% | +173.6% | -84.3% | +32.4% |
| 10Y | +426.9% | +193.2% | +233.6% | +232.9% |
| All | +393.8% | +1,920.1% | -1,526.3% | +31.3% |
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