+49.3%
SW vs ITUB
+82.5%
-33.3%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.6% | -1.5% |
| 7D | +4.7% | -1.0% | +5.7% | +4.9% |
| 30D | +5.0% | -28.1% | +33.1% | +12.2% |
| 3M | -7.3% | -11.1% | +3.8% | -7.0% |
| 6M | +15.0% | -14.0% | +29.0% | +16.1% |
| YTD | +18.5% | +4.1% | +14.5% | +13.4% |
| 1Y | +27.1% | +8.5% | +18.7% | +20.2% |
| All | +49.3% | +82.5% | -33.3% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling