+17.5%
SWK vs ITUB
+116.5%
-99.0%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.2% |
| 7D | -0.4% | +8.7% | -9.2% | -3.2% |
| 30D | -5.7% | -0.7% | -5.0% | -5.7% |
| 3M | +24.1% | +7.8% | +16.3% | +20.3% |
| 6M | +24.7% | -3.4% | +28.1% | +25.2% |
| YTD | +33.9% | +16.3% | +17.7% | +26.8% |
| 1Y | +34.7% | +29.8% | +4.9% | +22.7% |
| All | +17.5% | +116.5% | -99.0% | -11.3% |
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