-34.6%
SNPS vs ITUB
+30.8%
-65.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | +8.7% | -19.7% | -12.4% |
| 30D | -1.7% | -0.7% | -1.0% | -1.6% |
| 3M | -20.4% | +7.8% | -28.1% | -21.6% |
| 6M | -8.6% | -3.4% | -5.2% | -9.0% |
| YTD | -16.2% | +16.3% | -32.4% | -16.0% |
| 1Y | -34.6% | +29.8% | -64.4% | -35.2% |
| All | -34.6% | +30.8% | -65.3% | -35.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling