-77.7%
SNAP vs ITUB
+127.9%
-205.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.9% | -3.2% | -3.8% |
| 7D | +0.7% | +8.7% | -8.0% | -1.2% |
| 30D | +2.6% | -0.7% | +3.3% | +2.7% |
| 3M | -9.9% | +7.8% | -17.7% | -11.8% |
| 6M | +1.9% | -3.4% | +5.3% | +2.4% |
| YTD | -32.2% | +16.3% | -48.5% | -34.8% |
| 1Y | -22.8% | +29.8% | -52.7% | -27.9% |
| 3Y | -47.6% | +111.1% | -158.7% | -56.3% |
| 5Y | -92.7% | +173.6% | -266.3% | -94.4% |
| All | -77.7% | +127.9% | -205.5% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling