-39.7%
STLA vs ITUB
+31.7%
-71.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.7% | -2.9% | -1.0% |
| 7D | -3.8% | +1.0% | -4.8% | -4.1% |
| 30D | -3.1% | +10.7% | -13.8% | -6.2% |
| 3M | -19.6% | +10.1% | -29.7% | -22.7% |
| 6M | -23.5% | -0.1% | -23.4% | -24.6% |
| YTD | -51.5% | +18.4% | -69.9% | -56.3% |
| 1Y | -39.7% | +31.3% | -70.9% | -49.9% |
| All | -39.7% | +31.7% | -71.3% | -49.9% |
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 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