-55.8%
SNAP vs ITUB
+77.0%
-132.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.3% |
| 7D | -10.6% | +4.9% | -15.4% | -11.8% |
| 30D | -19.7% | -27.2% | +7.5% | -12.5% |
| 3M | -6.5% | -6.1% | -0.4% | -7.2% |
| 6M | -17.8% | -10.7% | -7.1% | -17.4% |
| YTD | -38.0% | +5.5% | -43.6% | -41.6% |
| 1Y | -42.5% | +7.8% | -50.3% | -46.5% |
| 3Y | -55.8% | +75.0% | -130.8% | -67.0% |
| All | -55.8% | +77.0% | -132.9% | -67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling