+260.3%
STT vs ITUB
+219.0%
+41.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.7% | -3.0% | -1.2% |
| 7D | -1.4% | +1.0% | -2.3% | -1.7% |
| 30D | +2.2% | +10.7% | -8.5% | -1.4% |
| 3M | +18.8% | +10.1% | +8.8% | +14.7% |
| 6M | +57.9% | -0.1% | +58.0% | +56.9% |
| YTD | +51.0% | +18.4% | +32.6% | +41.1% |
| 1Y | +77.1% | +31.3% | +45.9% | +59.2% |
| 3Y | +199.8% | +124.6% | +75.2% | +118.7% |
| 5Y | +156.0% | +192.0% | -36.0% | +63.6% |
| All | +260.3% | +219.0% | +41.4% | +114.8% |
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