+42.0%
SOFI vs ITUB
+165.0%
-123.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.3% | +0.5% |
| 7D | -4.9% | +2.2% | -7.1% | -5.9% |
| 30D | -3.5% | +12.6% | -16.1% | -8.5% |
| 3M | +3.9% | +6.4% | -2.5% | +0.9% |
| 6M | -6.5% | +0.6% | -7.1% | -6.7% |
| YTD | -33.8% | +18.8% | -52.7% | -38.9% |
| 1Y | -33.3% | +31.0% | -64.3% | -41.1% |
| 3Y | +94.6% | +118.1% | -23.5% | +38.8% |
| 5Y | +13.3% | +193.0% | -179.8% | -30.9% |
| All | +42.0% | +165.0% | -123.0% | -8.9% |
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