-4.5%
STM vs ITUB
+181.9%
-186.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.2% | +1.3% | +2.8% |
| 7D | +1.4% | +3.7% | -2.3% | +0.3% |
| 30D | -8.4% | -24.9% | +16.6% | -0.3% |
| 3M | -15.8% | +0.8% | -16.6% | -18.4% |
| 6M | -22.8% | -6.6% | -16.2% | -23.0% |
| YTD | +79.4% | +7.8% | +71.6% | +70.7% |
| 1Y | +97.0% | +7.4% | +89.6% | +87.3% |
| 3Y | +14.2% | +78.8% | -64.6% | -7.7% |
| 5Y | -4.5% | +179.9% | -184.3% | -31.3% |
| All | -4.5% | +181.9% | -186.3% | -31.3% |
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 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