+1,122.7%
STLD vs ITUB
+197.6%
+925.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -10.4% | +2.6% | -13.0% | -11.2% |
| 3M | -10.6% | +8.4% | -19.0% | -13.2% |
| 6M | +32.7% | -0.5% | +33.2% | +32.4% |
| YTD | +42.8% | +15.3% | +27.5% | +35.1% |
| 1Y | +86.9% | +28.7% | +58.2% | +69.8% |
| 3Y | +143.8% | +118.7% | +25.1% | +80.2% |
| 5Y | +293.5% | +182.7% | +110.8% | +154.9% |
| 10Y | +1,122.7% | +207.6% | +915.1% | +636.0% |
| All | +1,122.7% | +197.6% | +925.1% | +636.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling