+4,437.1%
SNDK vs ITUB
+89.1%
+4,348.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.4% | -3.9% | -3.8% |
| 7D | -6.1% | +2.2% | -8.3% | -8.2% |
| 30D | +21.5% | +12.6% | +8.9% | +8.1% |
| 3M | -13.2% | +6.4% | -19.6% | -17.8% |
| 6M | +149.2% | +0.6% | +148.6% | +147.7% |
| YTD | +588.1% | +18.8% | +569.2% | +497.2% |
| 1Y | +1,837.5% | +31.0% | +1,806.5% | +1,424.3% |
| All | +4,437.1% | +89.1% | +4,348.0% | +2,575.2% |
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