+539.9%
STRL vs ITUB
+125.3%
+414.6%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.0% | +1.3% | +2.1% |
| 7D | +10.1% | +8.2% | +1.9% | +5.0% |
| 30D | -8.2% | +4.7% | -12.9% | -10.9% |
| 3M | -43.7% | +13.0% | -56.7% | -47.3% |
| 6M | +27.1% | +4.2% | +22.9% | +25.3% |
| YTD | +64.0% | +18.6% | +45.4% | +54.6% |
| 1Y | +75.2% | +31.3% | +43.9% | +59.3% |
| 3Y | +539.9% | +124.9% | +415.0% | +414.0% |
| All | +539.9% | +125.3% | +414.6% | +414.0% |
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