-52.6%
STLA vs ITUB
+9.0%
-61.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +3.3% | +0.5% | +3.4% |
| 7D | -0.6% | -1.6% | +1.0% | -0.5% |
| 30D | +3.6% | -26.6% | +30.2% | +7.9% |
| 3M | -20.6% | -11.1% | -9.6% | -21.4% |
| 6M | -34.3% | -13.1% | -21.2% | -35.1% |
| YTD | -57.3% | +3.9% | -61.2% | -61.2% |
| 1Y | -52.6% | +9.8% | -62.4% | -59.6% |
| All | -52.6% | +9.0% | -61.7% | -59.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling