-12.4%
SOUN vs ITUB
+165.2%
-177.6%
-93.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.0% | -4.5% | -3.5% |
| 7D | -4.1% | +8.2% | -12.3% | -8.0% |
| 30D | -18.1% | +4.7% | -22.8% | -20.1% |
| 3M | -12.3% | +13.0% | -25.3% | -18.1% |
| 6M | -18.6% | +4.2% | -22.8% | -20.9% |
| YTD | -34.1% | +18.6% | -52.7% | -40.1% |
| 1Y | -57.0% | +31.3% | -88.3% | -63.2% |
| 3Y | +185.7% | +124.9% | +60.8% | +87.7% |
| All | -12.4% | +165.2% | -177.6% | -46.5% |
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