+1,518.7%
SNPS vs ITUB
+1,920.1%
-401.3%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.9% | -4.5% | -5.2% |
| 7D | -11.0% | +8.7% | -19.7% | -12.5% |
| 30D | -1.7% | -0.7% | -1.0% | -1.7% |
| 3M | -20.4% | +7.8% | -28.1% | -21.7% |
| 6M | -8.6% | -3.4% | -5.2% | -8.3% |
| YTD | -16.2% | +16.3% | -32.4% | -19.1% |
| 1Y | -34.6% | +29.8% | -64.4% | -38.4% |
| 3Y | -14.5% | +111.1% | -125.5% | -27.8% |
| 5Y | +17.0% | +173.6% | -156.6% | -8.9% |
| 10Y | +560.0% | +193.2% | +366.8% | +370.6% |
| All | +1,518.7% | +1,920.1% | -401.3% | +568.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling