-65.6%
STLA vs ITUB
+125.3%
-190.9%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.0% | -5.0% | -3.8% |
| 7D | +0.7% | +8.2% | -7.5% | -2.5% |
| 30D | -2.4% | +4.7% | -7.1% | -4.3% |
| 3M | -23.9% | +13.0% | -36.9% | -28.2% |
| 6M | -24.6% | +4.2% | -28.8% | -26.4% |
| YTD | -50.5% | +18.6% | -69.1% | -55.2% |
| 1Y | -39.8% | +31.3% | -71.1% | -48.4% |
| 3Y | -65.6% | +124.9% | -190.5% | -77.2% |
| All | -65.6% | +125.3% | -190.9% | -77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling