-77.5%
SNAP vs ITUB
+132.1%
-209.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.7% | +1.2% | +3.3% |
| 7D | -3.2% | +1.0% | -4.1% | -3.4% |
| 30D | +0.2% | +10.7% | -10.5% | -2.1% |
| 3M | +2.6% | +10.1% | -7.5% | 0.0% |
| 6M | +12.4% | -0.1% | +12.5% | +12.2% |
| YTD | -31.6% | +18.4% | -50.0% | -34.5% |
| 1Y | -21.7% | +31.3% | -53.0% | -27.0% |
| 3Y | -41.2% | +124.6% | -165.8% | -51.6% |
| 5Y | -92.6% | +192.0% | -284.6% | -94.4% |
| All | -77.5% | +132.1% | -209.5% | -82.5% |
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