+7,301.3%
STRL vs ITUB
+197.6%
+7,103.8%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.4% |
| 7D | +8.2% | 0.0% | +8.2% | +8.2% |
| 30D | -6.3% | +2.6% | -8.9% | -7.4% |
| 3M | -41.2% | +8.4% | -49.6% | -42.7% |
| 6M | +20.4% | -0.5% | +20.9% | +21.2% |
| YTD | +61.7% | +15.3% | +46.4% | +55.9% |
| 1Y | +72.7% | +28.7% | +44.0% | +61.2% |
| 3Y | +530.9% | +118.7% | +412.3% | +394.4% |
| 5Y | +2,125.4% | +182.7% | +1,942.7% | +1,455.7% |
| 10Y | +7,301.3% | +207.6% | +7,093.8% | +4,676.2% |
| All | +7,301.3% | +197.6% | +7,103.8% | +4,676.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling