+87.2%
STLD vs ITUB
+30.8%
+56.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.3% |
| 7D | +3.1% | +8.7% | -5.6% | +0.2% |
| 30D | -9.0% | -0.7% | -8.3% | -9.1% |
| 3M | -12.4% | +7.8% | -20.2% | -15.0% |
| 6M | +25.5% | -3.4% | +28.9% | +24.7% |
| YTD | +43.6% | +16.3% | +27.3% | +37.3% |
| 1Y | +87.2% | +29.8% | +57.4% | +71.7% |
| All | +87.2% | +30.8% | +56.4% | +71.7% |
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