+11,137.2%
STLD vs ITUB
+1,920.1%
+9,217.1%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +3.1% | +8.7% | -5.6% | -0.8% |
| 30D | -9.0% | -0.7% | -8.3% | -8.8% |
| 3M | -12.4% | +7.8% | -20.2% | -15.6% |
| 6M | +25.5% | -3.4% | +28.9% | +26.7% |
| YTD | +43.6% | +16.3% | +27.3% | +32.3% |
| 1Y | +87.2% | +29.8% | +57.4% | +62.9% |
| 3Y | +135.2% | +111.1% | +24.2% | +56.9% |
| 5Y | +290.9% | +173.6% | +117.3% | +116.5% |
| 10Y | +1,113.5% | +193.2% | +920.2% | +448.9% |
| All | +11,137.2% | +1,920.1% | +9,217.1% | +2,888.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling