+18.9%
SWKS vs ITUB
+9.0%
+9.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +3.3% | -6.2% | -3.1% |
| 7D | -4.9% | -1.6% | -3.3% | -4.8% |
| 30D | -1.2% | -26.6% | +25.4% | +1.2% |
| 3M | +24.2% | -11.1% | +35.2% | +23.0% |
| 6M | +21.5% | -13.1% | +34.6% | +20.8% |
| YTD | +33.5% | +3.9% | +29.6% | +22.9% |
| 1Y | +18.9% | +9.8% | +9.2% | +3.6% |
| All | +18.9% | +9.0% | +9.9% | +3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling