+32,770.9%
STRL vs ITUB
+1,920.1%
+30,850.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -0.9% | +6.6% | +6.0% |
| 7D | +3.4% | +8.7% | -5.3% | +0.7% |
| 30D | -9.2% | -0.7% | -8.5% | -9.3% |
| 3M | -51.0% | +7.8% | -58.8% | -52.1% |
| 6M | +15.8% | -3.4% | +19.2% | +17.5% |
| YTD | +58.9% | +16.3% | +42.6% | +53.1% |
| 1Y | +68.5% | +29.8% | +38.7% | +57.5% |
| 3Y | +485.2% | +111.1% | +374.1% | +369.1% |
| 5Y | +2,005.1% | +173.6% | +1,831.6% | +1,417.4% |
| 10Y | +7,118.0% | +193.2% | +6,924.7% | +4,600.1% |
| All | +32,770.9% | +1,920.1% | +30,850.9% | +21,485.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling