+29.6%
SNOW vs ITUB
+263.0%
-233.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | -2.4% | +2.2% | -4.6% | -3.0% |
| 30D | -1.0% | +12.6% | -13.6% | -3.9% |
| 3M | +36.9% | +6.4% | +30.4% | +34.4% |
| 6M | +83.4% | +0.6% | +82.8% | +81.2% |
| YTD | +50.0% | +18.8% | +31.1% | +41.2% |
| 1Y | +46.5% | +31.0% | +15.5% | +33.9% |
| 3Y | +93.3% | +118.1% | -24.7% | +53.4% |
| 5Y | +3.3% | +193.0% | -189.8% | -25.6% |
| All | +29.6% | +263.0% | -233.4% | -6.7% |
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 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