+33.8%
SOLS vs ITUB
+31.4%
+2.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.6% |
| 7D | +4.5% | +8.2% | -3.7% | +1.6% |
| 30D | +6.0% | +4.7% | +1.3% | +4.3% |
| 3M | -19.7% | +13.0% | -32.7% | -24.1% |
| 6M | -10.4% | +4.2% | -14.6% | -12.0% |
| YTD | +33.3% | +18.6% | +14.7% | +35.4% |
| All | +33.8% | +31.4% | +2.4% | +32.9% |
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 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