+58.5%
STLD vs ITUB
+8.1%
+50.5%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -0.9% | +0.7% |
| 7D | -0.5% | +3.7% | -4.2% | -1.4% |
| 30D | -0.1% | -24.9% | +24.9% | +6.9% |
| 3M | -9.2% | +0.8% | -9.9% | -12.2% |
| 6M | +1.8% | -6.6% | +8.4% | +0.3% |
| YTD | +42.1% | +7.8% | +34.3% | +36.6% |
| 1Y | +58.5% | +7.4% | +51.2% | +52.6% |
| All | +58.5% | +8.1% | +50.5% | +52.6% |
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