+135.4%
SPG vs ITUB
+81.5%
+53.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.2% | -2.0% | -0.2% |
| 7D | +2.7% | +3.7% | -1.0% | +2.2% |
| 30D | +16.6% | -24.9% | +41.5% | +21.2% |
| 3M | +8.1% | +0.8% | +7.3% | +5.9% |
| 6M | +19.3% | -6.6% | +26.0% | +18.5% |
| YTD | +31.1% | +7.8% | +23.3% | +25.2% |
| 1Y | +32.8% | +7.4% | +25.4% | +26.8% |
| All | +135.4% | +81.5% | +53.9% | +90.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling