+117.9%
STLD vs ITUB
+83.6%
+34.4%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.3% | -0.2% | +1.5% |
| 7D | -9.7% | +5.5% | -15.2% | -10.8% |
| 30D | -4.5% | -25.6% | +21.0% | +1.9% |
| 3M | -13.1% | -4.7% | -8.4% | -13.6% |
| 6M | -2.8% | -8.6% | +5.9% | -2.5% |
| YTD | +35.3% | +7.9% | +27.4% | +30.2% |
| 1Y | +51.4% | +11.2% | +40.2% | +44.4% |
| 3Y | +117.9% | +82.6% | +35.3% | +80.2% |
| All | +117.9% | +83.6% | +34.4% | +80.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling