-27.0%
SWK vs ITUB
+181.9%
-208.8%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.2% | -2.9% | -1.2% |
| 7D | -2.3% | +3.7% | -6.0% | -3.1% |
| 30D | +30.4% | -24.9% | +55.3% | +37.6% |
| 3M | +12.1% | +0.8% | +11.4% | +9.7% |
| 6M | +49.1% | -6.6% | +55.7% | +48.2% |
| YTD | +60.4% | +7.8% | +52.6% | +54.3% |
| 1Y | +78.3% | +7.4% | +71.0% | +71.3% |
| 3Y | +53.3% | +78.8% | -25.5% | +30.9% |
| 5Y | -27.0% | +179.9% | -206.8% | -44.5% |
| All | -27.0% | +181.9% | -208.8% | -44.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling