+31.0%
SWKS vs ITUB
+192.5%
-161.5%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.1% | +1.3% |
| 7D | +11.8% | +8.2% | +3.6% | +9.4% |
| 30D | +6.7% | +4.7% | +2.0% | +5.3% |
| 3M | 0.0% | +13.0% | -13.0% | -3.6% |
| 6M | +38.7% | +4.2% | +34.6% | +36.1% |
| YTD | +21.4% | +18.6% | +2.8% | +14.4% |
| 1Y | +2.9% | +31.3% | -28.4% | -6.0% |
| 3Y | -16.4% | +124.9% | -141.3% | -35.4% |
| 5Y | -51.2% | +195.6% | -246.8% | -66.7% |
| 10Y | +31.0% | +196.4% | -165.4% | -19.4% |
| All | +31.0% | +192.5% | -161.5% | -19.4% |
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