+432.7%
SN vs ITUB
+77.3%
+355.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -2.4% |
| 7D | +1.4% | +1.1% | +0.3% | +1.1% |
| 30D | +16.6% | -25.4% | +42.0% | +24.7% |
| 3M | +18.3% | -0.3% | +18.6% | +14.2% |
| 6M | +103.1% | -8.0% | +111.0% | +100.8% |
| YTD | +96.7% | +5.2% | +91.5% | +88.8% |
| 1Y | +134.3% | +7.4% | +126.9% | +123.0% |
| 3Y | +425.2% | +74.5% | +350.7% | +303.3% |
| All | +432.7% | +77.3% | +355.4% | +303.7% |
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