-25.9%
STRL vs ITUB
+9.0%
-34.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | +3.3% | -24.7% | -22.9% |
| 7D | -27.1% | -1.6% | -25.4% | -26.7% |
| 30D | -45.8% | -26.6% | -19.2% | -37.6% |
| 3M | -47.6% | -11.1% | -36.6% | -48.7% |
| 6M | -46.4% | -13.1% | -33.3% | -45.7% |
| YTD | -7.4% | +3.9% | -11.2% | -17.5% |
| 1Y | -25.9% | +9.8% | -35.6% | -40.2% |
| All | -25.9% | +9.0% | -34.9% | -40.2% |
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