+86.9%
STLD vs ITUB
+28.5%
+58.4%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +1.1% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -10.4% | +2.6% | -13.0% | -11.4% |
| 3M | -10.6% | +8.4% | -19.0% | -13.4% |
| 6M | +32.7% | -0.5% | +33.2% | +31.1% |
| YTD | +42.8% | +15.3% | +27.5% | +37.6% |
| 1Y | +86.9% | +28.7% | +58.2% | +74.5% |
| All | +86.9% | +28.5% | +58.4% | +74.5% |
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