+32.1%
SWKS vs ITUB
+131.3%
-99.2%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.4% | -0.2% | +0.9% |
| 7D | -6.2% | +3.7% | -9.8% | -7.1% |
| 30D | -1.5% | -24.1% | +22.6% | +4.8% |
| 3M | +23.0% | -9.6% | +32.5% | +23.9% |
| 6M | +27.6% | -11.5% | +39.1% | +28.8% |
| YTD | +32.3% | +5.5% | +26.8% | +26.5% |
| 1Y | +20.1% | +9.9% | +10.3% | +13.3% |
| 3Y | +0.6% | +84.8% | -84.1% | -19.0% |
| 5Y | -42.3% | +182.6% | -225.0% | -60.7% |
| All | +32.1% | +131.3% | -99.2% | -7.2% |
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