+335.0%
STRL vs ITUB
+77.0%
+258.0%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.9% | +0.6% |
| 7D | -19.8% | +4.9% | -24.7% | -21.7% |
| 30D | -43.6% | -27.2% | -16.3% | -35.6% |
| 3M | -45.2% | -6.1% | -39.1% | -46.7% |
| 6M | -65.7% | -10.7% | -55.0% | -65.5% |
| YTD | -5.4% | +5.5% | -11.0% | -10.6% |
| 1Y | -24.7% | +7.8% | -32.5% | -29.4% |
| 3Y | +335.0% | +75.0% | +260.1% | +271.0% |
| All | +335.0% | +77.0% | +258.0% | +271.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling