+293.5%
STLD vs ITUB
+186.4%
+107.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +2.9% | +0.9% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -10.4% | +2.6% | -13.0% | -11.1% |
| 3M | -10.6% | +8.4% | -19.0% | -12.7% |
| 6M | +32.7% | -0.5% | +33.2% | +32.3% |
| YTD | +42.8% | +15.3% | +27.5% | +36.8% |
| 1Y | +86.9% | +28.7% | +58.2% | +73.4% |
| 3Y | +143.8% | +118.7% | +25.1% | +92.1% |
| 5Y | +293.5% | +182.7% | +110.8% | +184.0% |
| All | +293.5% | +186.4% | +107.1% | +184.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling