+179.5%
SW vs ITUB
+169.9%
+9.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -3.0% | +1.1% | -4.1% | -3.1% |
| 30D | +4.2% | -25.4% | +29.6% | +7.2% |
| 3M | -11.5% | -0.3% | -11.2% | -12.1% |
| 6M | +8.6% | -8.0% | +16.6% | +8.8% |
| YTD | +15.0% | +5.2% | +9.7% | +13.6% |
| 1Y | +25.7% | +7.4% | +18.3% | +23.8% |
| 3Y | +44.8% | +74.5% | -29.7% | +35.8% |
| 5Y | -1.7% | +175.8% | -177.6% | -12.2% |
| All | +179.5% | +169.9% | +9.6% | +142.4% |
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