+41.1%
SOFI vs ITUB
+164.0%
-123.0%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.7% | -3.4% | -1.9% |
| 7D | -7.0% | +1.0% | -8.0% | -7.5% |
| 30D | -4.3% | +10.7% | -15.0% | -8.6% |
| 3M | +8.4% | +10.1% | -1.6% | +3.8% |
| 6M | -5.9% | -0.1% | -5.8% | -5.8% |
| YTD | -34.3% | +18.4% | -52.7% | -39.2% |
| 1Y | -32.6% | +31.3% | -63.8% | -40.5% |
| 3Y | +101.3% | +124.6% | -23.3% | +42.1% |
| 5Y | +12.6% | +192.0% | -179.4% | -31.2% |
| All | +41.1% | +164.0% | -123.0% | -9.3% |
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