+660.9%
SNPS vs ITUB
+175.8%
+485.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.2% | -3.8% | -2.0% |
| 7D | +1.1% | +1.9% | -0.8% | +0.7% |
| 30D | -5.2% | -22.2% | +17.0% | -1.6% |
| 3M | +10.6% | +2.7% | +7.8% | +8.5% |
| 6M | -10.6% | -3.0% | -7.7% | -11.4% |
| YTD | -3.1% | +7.5% | -10.6% | -6.0% |
| 1Y | +15.6% | +10.5% | +5.1% | +11.4% |
| 3Y | -12.9% | +81.0% | -93.9% | -24.2% |
| 5Y | +31.2% | +181.8% | -150.6% | +2.5% |
| All | +660.9% | +175.8% | +485.2% | +472.4% |
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