+799.8%
STLD vs ITUB
+176.3%
+623.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.5% |
| 7D | -0.5% | +3.7% | -4.2% | -1.7% |
| 30D | -0.1% | -24.9% | +24.9% | +8.8% |
| 3M | -9.2% | +0.8% | -9.9% | -11.1% |
| 6M | +1.8% | -6.6% | +8.4% | +1.9% |
| YTD | +42.1% | +7.8% | +34.3% | +34.9% |
| 1Y | +58.5% | +7.4% | +51.2% | +50.3% |
| 3Y | +128.2% | +78.8% | +49.4% | +77.0% |
| 5Y | +288.2% | +179.9% | +108.3% | +146.3% |
| 10Y | +799.8% | +170.9% | +628.9% | +489.4% |
| All | +799.8% | +176.3% | +623.6% | +489.4% |
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 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