+481.0%
STX vs ITUB
+173.2%
+307.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -0.6% |
| 7D | +16.8% | +1.1% | +15.8% | +16.6% |
| 30D | -27.0% | -25.4% | -1.6% | -22.3% |
| 3M | -37.9% | -0.3% | -37.6% | -39.1% |
| 6M | -32.5% | -8.0% | -24.5% | -32.4% |
| YTD | +98.6% | +5.2% | +93.4% | +93.2% |
| 1Y | +93.6% | +7.4% | +86.2% | +87.1% |
| 3Y | +699.1% | +74.5% | +624.5% | +594.9% |
| 5Y | +481.0% | +175.8% | +305.2% | +362.2% |
| All | +481.0% | +173.2% | +307.8% | +362.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling