+43.0%
SN vs ITUB
+30.8%
+12.3%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.7% |
| 7D | -9.3% | +8.7% | -18.0% | -12.7% |
| 30D | -4.8% | -0.7% | -4.1% | -4.5% |
| 3M | +40.4% | +7.8% | +32.6% | +33.7% |
| 6M | +50.9% | -3.4% | +54.4% | +50.7% |
| YTD | +54.9% | +16.3% | +38.7% | +54.5% |
| 1Y | +43.0% | +29.8% | +13.2% | +35.5% |
| All | +43.0% | +30.8% | +12.3% | +35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling