+99.6%
STM vs ITUB
+30.8%
+68.8%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.7% | +2.4% |
| 7D | +5.8% | +8.7% | -2.9% | +0.6% |
| 30D | -1.0% | -0.7% | -0.3% | -0.8% |
| 3M | -33.3% | +7.8% | -41.0% | -35.9% |
| 6M | +57.4% | -3.4% | +60.8% | +58.1% |
| YTD | +102.2% | +16.3% | +85.9% | +88.0% |
| 1Y | +99.6% | +29.8% | +69.8% | +70.8% |
| All | +99.6% | +30.8% | +68.8% | +70.8% |
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