+118.2%
SRE vs ITUB
+220.1%
-101.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.1% | -0.9% |
| 7D | -0.8% | +2.2% | -3.0% | -1.3% |
| 30D | -3.0% | +12.6% | -15.6% | -5.3% |
| 3M | -8.3% | +6.4% | -14.7% | -9.6% |
| 6M | -8.9% | +0.6% | -9.5% | -9.5% |
| YTD | -4.3% | +18.8% | -23.1% | -8.2% |
| 1Y | +2.7% | +31.0% | -28.3% | -3.5% |
| 3Y | +28.7% | +118.1% | -89.4% | +8.0% |
| 5Y | +47.1% | +193.0% | -145.9% | +13.6% |
| All | +118.2% | +220.1% | -101.9% | +56.8% |
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