+27.5%
SOLS vs ITUB
+31.7%
-4.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.2% |
| 7D | -3.5% | +2.2% | -5.7% | -4.2% |
| 30D | -1.0% | +12.6% | -13.6% | -5.3% |
| 3M | -24.1% | +6.4% | -30.5% | -26.2% |
| 6M | -18.0% | +0.6% | -18.6% | -18.7% |
| YTD | +27.1% | +18.8% | +8.2% | +29.0% |
| All | +27.5% | +31.7% | -4.2% | +26.6% |
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