+22.5%
STM vs ITUB
+181.4%
-158.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -1.2% |
| 7D | +5.2% | +8.2% | -3.0% | +2.2% |
| 30D | -7.4% | +4.7% | -12.1% | -9.0% |
| 3M | -30.6% | +13.0% | -43.7% | -33.5% |
| 6M | +66.4% | +4.2% | +62.2% | +63.8% |
| YTD | +101.1% | +18.6% | +82.6% | +90.3% |
| 1Y | +97.4% | +31.3% | +66.1% | +80.5% |
| 3Y | +21.1% | +124.9% | -103.7% | -4.6% |
| 5Y | +22.5% | +195.6% | -173.1% | -9.7% |
| All | +22.5% | +181.4% | -158.9% | -9.7% |
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