+2.2%
SW vs ITUB
+30.8%
-28.6%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.1% | +1.5% |
| 7D | -5.1% | +8.7% | -13.8% | -7.8% |
| 30D | -4.6% | -0.7% | -3.9% | -4.5% |
| 3M | +9.4% | +7.8% | +1.6% | +5.6% |
| 6M | +3.5% | -3.4% | +6.9% | +3.0% |
| YTD | +22.0% | +16.3% | +5.8% | +16.0% |
| 1Y | +2.2% | +29.8% | -27.6% | -7.5% |
| All | +2.2% | +30.8% | -28.6% | -7.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling