+3,877.1%
STRL vs ITUB
+176.3%
+3,700.8%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.2% | +2.8% | +4.2% |
| 7D | +7.1% | +3.7% | +3.4% | +5.9% |
| 30D | -39.4% | -24.9% | -14.5% | -34.1% |
| 3M | -43.0% | +0.8% | -43.8% | -44.6% |
| 6M | -65.0% | -6.6% | -58.4% | -65.0% |
| YTD | -0.8% | +7.8% | -8.6% | -4.5% |
| 1Y | -20.3% | +7.4% | -27.7% | -23.1% |
| 3Y | +356.5% | +78.8% | +277.7% | +271.6% |
| 5Y | +952.8% | +179.9% | +773.0% | +618.5% |
| 10Y | +3,877.1% | +170.9% | +3,706.2% | +2,611.6% |
| All | +3,877.1% | +176.3% | +3,700.8% | +2,611.6% |
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