+154.8%
SO vs ITUB
+219.0%
-64.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.0% |
| 7D | -1.1% | +1.0% | -2.1% | -1.3% |
| 30D | -3.7% | +10.7% | -14.5% | -5.1% |
| 3M | -5.9% | +10.1% | -16.0% | -7.3% |
| 6M | -7.3% | -0.1% | -7.2% | -7.7% |
| YTD | +3.1% | +18.4% | -15.3% | 0.0% |
| 1Y | -1.0% | +31.3% | -32.3% | -5.5% |
| 3Y | +43.2% | +124.6% | -81.4% | +24.8% |
| 5Y | +59.1% | +192.0% | -132.9% | +30.3% |
| All | +154.8% | +219.0% | -64.2% | +93.0% |
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