+17.9%
SNPS vs ITUB
+186.4%
-168.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.8% | +3.1% | +0.7% |
| 7D | -5.5% | 0.0% | -5.5% | -5.5% |
| 30D | -4.5% | +2.6% | -7.1% | -5.0% |
| 3M | -15.5% | +8.4% | -23.9% | -16.7% |
| 6M | -10.1% | -0.5% | -9.5% | -10.2% |
| YTD | -16.3% | +15.3% | -31.6% | -18.3% |
| 1Y | -34.9% | +28.7% | -63.7% | -37.7% |
| 3Y | -14.4% | +118.7% | -133.0% | -24.4% |
| 5Y | +17.9% | +182.7% | -164.8% | -1.8% |
| All | +17.9% | +186.4% | -168.5% | -1.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling