+1,576.1%
SRE vs ITUB
+1,902.7%
-326.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | 0.0% |
| 7D | +1.5% | 0.0% | +1.5% | +1.5% |
| 30D | +0.8% | +2.6% | -1.7% | +0.2% |
| 3M | -5.8% | +8.4% | -14.2% | -7.5% |
| 6M | -7.8% | -0.5% | -7.3% | -8.2% |
| YTD | -2.4% | +15.3% | -17.6% | -5.8% |
| 1Y | +8.9% | +28.7% | -19.8% | +2.7% |
| 3Y | +31.1% | +118.7% | -87.6% | +10.2% |
| 5Y | +48.6% | +182.7% | -134.1% | +16.1% |
| 10Y | +126.1% | +207.6% | -81.5% | +62.1% |
| All | +1,576.1% | +1,902.7% | -326.7% | +697.3% |
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