+62.0%
SPG vs ITUB
+219.0%
-157.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.7% | -0.9% |
| 7D | -2.2% | +1.0% | -3.2% | -2.6% |
| 30D | -5.8% | +10.7% | -16.5% | -9.4% |
| 3M | -2.8% | +10.1% | -12.9% | -6.7% |
| 6M | +8.9% | -0.1% | +9.0% | +7.9% |
| YTD | +14.3% | +18.4% | -4.1% | +5.4% |
| 1Y | +19.5% | +31.3% | -11.8% | +5.5% |
| 3Y | +106.9% | +124.6% | -17.8% | +43.8% |
| 5Y | +108.7% | +192.0% | -83.2% | +21.8% |
| All | +62.0% | +219.0% | -157.0% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling