-63.2%
STLA vs ITUB
+186.4%
-249.6%
-80.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.8% | +0.9% | -0.8% |
| 7D | +0.4% | 0.0% | +0.4% | +0.4% |
| 30D | -5.2% | +2.6% | -7.8% | -6.2% |
| 3M | -24.9% | +8.4% | -33.3% | -27.5% |
| 6M | -25.2% | -0.5% | -24.6% | -25.5% |
| YTD | -51.4% | +15.3% | -66.7% | -54.8% |
| 1Y | -40.7% | +28.7% | -69.4% | -47.3% |
| 3Y | -66.3% | +118.7% | -184.9% | -75.7% |
| 5Y | -63.2% | +182.7% | -245.9% | -77.4% |
| All | -63.2% | +186.4% | -249.6% | -77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling