+309.7%
SN vs ITUB
+94.2%
+215.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.8% | -0.6% | -2.4% |
| 7D | -3.4% | 0.0% | -3.4% | -3.4% |
| 30D | -9.1% | +2.6% | -11.6% | -10.0% |
| 3M | +31.8% | +8.4% | +23.3% | +27.1% |
| 6M | +52.0% | -0.5% | +52.6% | +51.9% |
| YTD | +51.3% | +15.3% | +36.0% | +45.6% |
| 1Y | +46.9% | +28.7% | +18.1% | +36.5% |
| 3Y | +394.9% | +118.7% | +276.3% | +245.5% |
| All | +309.7% | +94.2% | +215.5% | +211.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling