-79.6%
SNAP vs ITUB
+106.8%
-186.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.5% |
| 7D | -10.6% | +4.9% | -15.4% | -11.5% |
| 30D | -19.7% | -27.2% | +7.5% | -14.3% |
| 3M | -6.5% | -6.1% | -0.4% | -6.2% |
| 6M | -17.8% | -10.7% | -7.1% | -16.9% |
| YTD | -38.0% | +5.5% | -43.6% | -39.7% |
| 1Y | -42.5% | +7.8% | -50.3% | -44.4% |
| 3Y | -55.8% | +75.0% | -130.8% | -62.0% |
| 5Y | -90.5% | +178.6% | -269.1% | -92.8% |
| All | -79.6% | +106.8% | -186.4% | -83.9% |
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