-90.5%
SNAP vs ITUB
+182.0%
-272.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.3% | -0.4% |
| 7D | -10.6% | +4.9% | -15.4% | -11.6% |
| 30D | -19.7% | -27.2% | +7.5% | -13.6% |
| 3M | -6.5% | -6.1% | -0.4% | -6.5% |
| 6M | -17.8% | -10.7% | -7.1% | -17.0% |
| YTD | -38.0% | +5.5% | -43.6% | -40.3% |
| 1Y | -42.5% | +7.8% | -50.3% | -45.0% |
| 3Y | -55.8% | +75.0% | -130.8% | -63.3% |
| 5Y | -90.5% | +178.6% | -269.1% | -93.7% |
| All | -90.5% | +182.0% | -272.5% | -93.7% |
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 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