+11.2%
SNPS vs ITUB
+9.0%
+2.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.2% | -0.3% |
| 7D | -3.9% | -1.6% | -2.3% | -3.8% |
| 30D | -5.2% | -26.6% | +21.4% | -2.9% |
| 3M | +14.6% | -11.1% | +25.7% | +13.2% |
| 6M | -6.9% | -13.1% | +6.1% | -7.8% |
| YTD | -1.4% | +3.9% | -5.3% | -1.1% |
| 1Y | +11.2% | +9.8% | +1.4% | +11.6% |
| All | +11.2% | +9.0% | +2.2% | +11.6% |
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 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