+475.4%
STT vs ITUB
+1,767.9%
-1,292.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -1.0% |
| 7D | +4.8% | +1.9% | +2.9% | +4.0% |
| 30D | +3.9% | -22.2% | +26.1% | +12.9% |
| 3M | -8.2% | +2.7% | -10.9% | -11.5% |
| 6M | +15.6% | -3.0% | +18.6% | +13.6% |
| YTD | +37.6% | +7.5% | +30.1% | +28.8% |
| 1Y | +50.1% | +10.5% | +39.7% | +38.6% |
| 3Y | +183.1% | +81.0% | +102.1% | +109.2% |
| 5Y | +104.8% | +181.8% | -77.0% | +21.5% |
| 10Y | +201.9% | +170.2% | +31.7% | +60.3% |
| All | +475.4% | +1,767.9% | -1,292.4% | +92.5% |
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