+174.2%
SW vs ITUB
+175.8%
-1.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +2.2% | -4.1% | -2.2% |
| 7D | -3.9% | +1.9% | -5.8% | -4.2% |
| 30D | +3.9% | -22.2% | +26.1% | +6.4% |
| 3M | -14.6% | +2.7% | -17.3% | -15.4% |
| 6M | +6.9% | -3.0% | +9.8% | +6.4% |
| YTD | +12.8% | +7.5% | +5.3% | +11.1% |
| 1Y | +24.3% | +10.5% | +13.8% | +22.1% |
| 3Y | +38.7% | +81.0% | -42.3% | +29.6% |
| 5Y | -3.6% | +181.8% | -185.4% | -14.1% |
| All | +174.2% | +175.8% | -1.6% | +137.2% |
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 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