+98.8%
STM vs ITUB
+31.7%
+67.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.7% | -4.3% | -3.1% |
| 7D | -1.1% | +1.0% | -2.0% | -1.7% |
| 30D | -7.8% | +10.7% | -18.5% | -13.4% |
| 3M | -28.2% | +10.1% | -38.3% | -31.9% |
| 6M | +52.0% | -0.1% | +52.1% | +49.9% |
| YTD | +96.4% | +18.4% | +78.0% | +81.1% |
| 1Y | +98.8% | +31.3% | +67.5% | +69.2% |
| All | +98.8% | +31.7% | +67.2% | +69.2% |
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 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