+195.6%
STT vs ITUB
+120.3%
+75.2%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.0% | -3.2% | -1.8% |
| 7D | +2.2% | +8.2% | -6.1% | 0.0% |
| 30D | +3.9% | +4.7% | -0.8% | +2.5% |
| 3M | +19.2% | +13.0% | +6.2% | +15.1% |
| 6M | +60.4% | +4.2% | +56.2% | +57.8% |
| YTD | +51.5% | +18.6% | +32.9% | +43.9% |
| 1Y | +76.3% | +31.3% | +45.0% | +62.4% |
| All | +195.6% | +120.3% | +75.2% | +132.2% |
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 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