+171.0%
STM vs ITUB
+1,728.2%
-1,557.2%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.3% |
| 7D | +16.3% | +1.1% | +15.2% | +15.9% |
| 30D | -6.3% | -25.4% | +19.2% | +2.8% |
| 3M | -14.1% | -0.3% | -13.8% | -15.8% |
| 6M | -19.6% | -8.0% | -11.6% | -18.9% |
| YTD | +80.1% | +5.2% | +74.9% | +73.2% |
| 1Y | +95.4% | +7.4% | +87.9% | +86.2% |
| 3Y | +14.7% | +74.5% | -59.8% | -9.2% |
| 5Y | -5.4% | +175.8% | -181.2% | -38.9% |
| 10Y | +465.5% | +164.4% | +301.1% | +232.4% |
| All | +171.0% | +1,728.2% | -1,557.2% | -28.3% |
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