+72.7%
STRL vs ITUB
+28.5%
+44.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | +1.2% |
| 7D | +8.2% | 0.0% | +8.2% | +8.1% |
| 30D | -6.3% | +2.6% | -8.9% | -9.2% |
| 3M | -41.2% | +8.4% | -49.6% | -45.3% |
| 6M | +20.4% | -0.5% | +20.9% | +21.8% |
| YTD | +61.7% | +15.3% | +46.4% | +45.7% |
| 1Y | +72.7% | +28.7% | +44.0% | +36.2% |
| All | +72.7% | +28.5% | +44.2% | +36.2% |
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