-100.0%
SPXS vs ITUB
+417.3%
-517.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.8% | +4.2% | -0.6% |
| 7D | +1.2% | 0.0% | +1.2% | +1.3% |
| 30D | +5.2% | +2.6% | +2.6% | +7.5% |
| 3M | -9.2% | +8.4% | -17.6% | -2.9% |
| 6M | -29.6% | -0.5% | -29.0% | -27.8% |
| YTD | -27.6% | +15.3% | -42.9% | -16.2% |
| 1Y | -36.7% | +28.7% | -65.4% | -19.7% |
| 3Y | -79.8% | +118.7% | -198.5% | -58.6% |
| 5Y | -85.9% | +182.7% | -268.5% | -59.8% |
| 10Y | -99.5% | +207.6% | -307.1% | -97.5% |
| All | -100.0% | +417.3% | -517.3% | -99.9% |
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