-14.9%
SNPS vs ITUB
+114.2%
-129.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.9% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -4.5% | +2.6% | -7.1% | -5.1% |
| 3M | -15.5% | +8.4% | -23.9% | -17.1% |
| 6M | -10.1% | -0.5% | -9.5% | -10.3% |
| YTD | -16.3% | +15.3% | -31.6% | -18.7% |
| 1Y | -34.9% | +28.7% | -63.7% | -38.4% |
| All | -14.9% | +114.2% | -129.1% | -29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling