-63.2%
SPCH vs ITUB
-10.2%
-53.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +3.3% | -10.8% | -8.5% |
| 7D | -13.4% | -1.6% | -11.8% | -12.9% |
| 30D | -39.6% | -26.6% | -13.0% | -34.0% |
| 3M | -1.4% | -11.1% | +9.7% | -5.6% |
| All | -63.2% | -10.2% | -53.0% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling