+289.1%
SN vs ITUB
+100.2%
+188.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.4% | -1.5% | -1.2% |
| 7D | -7.3% | +2.2% | -9.5% | -8.0% |
| 30D | -13.6% | +12.6% | -26.2% | -17.3% |
| 3M | +18.6% | +6.4% | +12.2% | +15.2% |
| 6M | +46.0% | +0.6% | +45.4% | +45.0% |
| YTD | +43.7% | +18.8% | +24.9% | +36.8% |
| 1Y | +39.2% | +31.0% | +8.2% | +28.4% |
| 3Y | +306.5% | +118.1% | +188.4% | +190.8% |
| All | +289.1% | +100.2% | +188.9% | +192.5% |
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