+150.0%
STLA vs ITUB
+155.3%
-5.4%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.7% |
| 7D | -13.8% | +1.9% | -15.7% | -14.3% |
| 30D | -10.5% | -22.2% | +11.6% | -4.5% |
| 3M | -28.9% | +2.7% | -31.6% | -30.9% |
| 6M | -49.7% | -3.0% | -46.8% | -50.4% |
| YTD | -64.9% | +7.5% | -72.4% | -66.8% |
| 1Y | -64.0% | +10.5% | -74.5% | -66.3% |
| 3Y | -77.4% | +81.0% | -158.4% | -82.0% |
| 5Y | -74.4% | +181.8% | -256.2% | -82.7% |
| 10Y | -6.4% | +170.2% | -176.5% | -39.8% |
| All | +150.0% | +155.3% | -5.4% | +59.1% |
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