+30.5%
SNOW vs ITUB
+252.1%
-221.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.8% | +1.6% | -0.5% |
| 7D | +8.4% | 0.0% | +8.4% | +8.4% |
| 30D | -1.0% | +2.6% | -3.5% | -1.7% |
| 3M | +38.3% | +8.4% | +29.9% | +35.1% |
| 6M | +81.3% | -0.5% | +81.8% | +79.6% |
| YTD | +51.1% | +15.3% | +35.8% | +43.4% |
| 1Y | +47.0% | +28.7% | +18.2% | +34.9% |
| 3Y | +99.7% | +118.7% | -18.9% | +58.4% |
| 5Y | +3.6% | +182.7% | -179.1% | -24.7% |
| All | +30.5% | +252.1% | -221.5% | -5.2% |
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