+572.1%
SNPS vs ITUB
+219.0%
+353.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.7% | -1.7% | +0.5% |
| 7D | -4.6% | +1.0% | -5.6% | -4.8% |
| 30D | -3.3% | +10.7% | -14.1% | -5.3% |
| 3M | -13.8% | +10.1% | -23.8% | -15.5% |
| 6M | -8.2% | -0.1% | -8.1% | -8.5% |
| YTD | -15.4% | +18.4% | -33.9% | -18.4% |
| 1Y | +2.4% | +31.3% | -28.9% | -3.3% |
| 3Y | -13.5% | +124.6% | -138.1% | -26.8% |
| 5Y | +19.5% | +192.0% | -172.5% | -6.4% |
| All | +572.1% | +219.0% | +353.2% | +387.1% |
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