+22.2%
SWK vs ITUB
+175.8%
-153.6%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -1.9% | -0.5% |
| 7D | -1.4% | +1.9% | -3.3% | -2.0% |
| 30D | +25.5% | -22.2% | +47.6% | +34.2% |
| 3M | +11.8% | +2.7% | +9.1% | +8.3% |
| 6M | +48.7% | -3.0% | +51.7% | +46.3% |
| YTD | +57.2% | +7.5% | +49.7% | +49.2% |
| 1Y | +75.3% | +10.5% | +64.8% | +64.5% |
| 3Y | +51.9% | +81.0% | -29.1% | +19.4% |
| 5Y | -30.7% | +181.8% | -212.6% | -55.5% |
| All | +22.2% | +175.8% | -153.6% | -20.4% |
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